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

EUWAX
2024-06-06  10:02:16 AM Chg.-0.05 Bid4:50:15 PM Ask4:50:15 PM Underlying Strike price Expiration date Option type
0.96EUR -4.95% 0.99
Bid Size: 50,000		 1.00
Ask Size: 50,000		 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: 5.38
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.49
Implied volatility: 0.64
Historic volatility: 0.21
Parity: 0.49
Time value: 0.53
Break-even: 60.20
Moneyness: 1.10
Premium: 0.10
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 0.99%
Delta: 0.68
Theta: -0.03
Omega: 3.67
Rho: 0.08
 

Quote data

Open: 0.96
High: 0.96
Low: 0.96
Previous Close: 1.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.04%
1 Month
  -12.73%
3 Months  
+11.63%
YTD
  -6.80%
1 Year
  -20.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.01 0.90
1M High / 1M Low: 1.23 0.90
6M High / 6M Low: 1.34 0.74
High (YTD): 2024-04-11 1.34
Low (YTD): 2024-02-20 0.74
52W High: 2024-04-11 1.34
52W Low: 2023-11-01 0.49
Avg. price 1W:   0.95
Avg. volume 1W:   0.00
Avg. price 1M:   1.09
Avg. volume 1M:   0.00
Avg. price 6M:   1.01
Avg. volume 6M:   0.00
Avg. price 1Y:   0.86
Avg. volume 1Y:   0.00
Volatility 1M:   96.19%
Volatility 6M:   81.95%
Volatility 1Y:   90.02%
Volatility 3Y:   -