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Soc. Generale Call 50 NAQ 20.09.2.../  DE000SV1B2X8  /

Frankfurt Zert./SG
2024-05-31  9:47:19 PM Chg.-0.020 Bid9:59:40 PM Ask9:59:40 PM Underlying Strike price Expiration date Option type
0.940EUR -2.08% 0.960
Bid Size: 7,000		 0.970
Ask Size: 7,000		 NASDAQ INC. DL... 50.00 - 2024-09-20 Call
 

Master data

WKN: SV1B2X
Issuer: Société Générale
Currency: EUR
Underlying: NASDAQ INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-09-20
Issue date: 2023-02-21
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.61
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.44
Implied volatility: 0.61
Historic volatility: 0.21
Parity: 0.44
Time value: 0.53
Break-even: 59.70
Moneyness: 1.09
Premium: 0.10
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 1.04%
Delta: 0.67
Theta: -0.03
Omega: 3.79
Rho: 0.08
 

Quote data

Open: 0.930
High: 0.970
Low: 0.930
Previous Close: 0.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.95%
1 Month
  -12.96%
3 Months  
+9.30%
YTD
  -10.48%
1 Year
  -12.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.220 0.940
1M High / 1M Low: 1.270 0.940
6M High / 6M Low: 1.400 0.760
High (YTD): 2024-04-11 1.400
Low (YTD): 2024-02-19 0.760
52W High: 2024-04-11 1.400
52W Low: 2023-11-01 0.500
Avg. price 1W:   1.042
Avg. volume 1W:   0.000
Avg. price 1M:   1.142
Avg. volume 1M:   0.000
Avg. price 6M:   1.034
Avg. volume 6M:   0.000
Avg. price 1Y:   0.880
Avg. volume 1Y:   0.000
Volatility 1M:   83.99%
Volatility 6M:   82.34%
Volatility 1Y:   91.00%
Volatility 3Y:   -