Soc. Generale Call 13 NDX1 21.06.2024
/ DE000SU6PQF3
Soc. Generale Call 13 NDX1 21.06..../ DE000SU6PQF3 /
| 2024-05-16 11:35:00 AM |
Chg.+0.070 |
Bid11:58:53 AM |
Ask11:58:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.360EUR |
+3.06% |
2.320
Bid Size: 4,000 |
2.360
Ask Size: 4,000 |
NORDEX SE O.N. |
13.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SU6PQF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
1.98 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.40 |
| Parity: |
1.98 |
| Time value: |
0.35 |
| Break-even: |
15.33 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.04 |
| Spread %: |
1.75% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
5.24 |
| Rho: |
0.01 |
Quote data
| Open: |
2.440 |
| High: |
2.440 |
| Low: |
2.360 |
| Previous Close: |
2.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.58% |
| 1 Month |
|
|
+156.52% |
| 3 Months |
|
|
+306.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.440 |
1.780 |
| 1M High / 1M Low: |
2.440 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
