Soc. Generale Call 58 NDAQ 20.09.2024
/ DE000SW1YZY6
Soc. Generale Call 58 NDAQ 20.09..../ DE000SW1YZY6 /
| 2024-06-07 9:40:00 PM |
Chg.-0.030 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-7.32% |
0.370
Bid Size: 10,000 |
0.380
Ask Size: 10,000 |
Nasdaq Inc |
58.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1YZY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
0.07 |
| Time value: |
0.31 |
| Break-even: |
57.50 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.59 |
| Theta: |
-0.02 |
| Omega: |
8.50 |
| Rho: |
0.08 |
Quote data
| Open: |
0.380 |
| High: |
0.400 |
| Low: |
0.370 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-24.00% |
| 3 Months |
|
|
-37.70% |
| YTD |
|
|
-32.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.380 |
| 1M High / 1M Low: |
0.660 |
0.380 |
| 6M High / 6M Low: |
0.800 |
0.340 |
| High (YTD): |
2024-04-11 |
0.800 |
| Low (YTD): |
2024-02-19 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.525 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.524 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.61% |
| Volatility 6M: |
|
125.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
