OverviewChartNewsTraderScreen

Soc. Generale Call 14 NDX1 21.06..../  DE000SV49EX4  /

Frankfurt Zert./SG
2024-05-16  3:38:14 PM Chg.-0.150 Bid4:14:40 PM Ask4:14:40 PM Underlying Strike price Expiration date Option type
1.400EUR -9.68% 1.380
Bid Size: 5,000		 1.410
Ask Size: 5,000		 NORDEX SE O.N. 14.00 EUR 2024-06-21 Call
 

Master data

WKN: SV49EX
Issuer: Société Générale
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.48
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 0.98
Implied volatility: 0.54
Historic volatility: 0.40
Parity: 0.98
Time value: 0.60
Break-even: 15.58
Moneyness: 1.07
Premium: 0.04
Premium p.a.: 0.49
Spread abs.: 0.04
Spread %: 2.60%
Delta: 0.69
Theta: -0.01
Omega: 6.58
Rho: 0.01
 

Quote data

Open: 1.740
High: 1.740
Low: 1.400
Previous Close: 1.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+20.69%
1 Month  
+125.81%
3 Months  
+250.00%
YTD  
+150.00%
1 Year
  -33.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.710 1.160
1M High / 1M Low: 1.710 0.450
6M High / 6M Low: 1.710 0.230
High (YTD): 2024-05-14 1.710
Low (YTD): 2024-02-28 0.230
52W High: 2023-07-27 2.470
52W Low: 2024-02-28 0.230
Avg. price 1W:   1.404
Avg. volume 1W:   0.000
Avg. price 1M:   0.841
Avg. volume 1M:   0.000
Avg. price 6M:   0.538
Avg. volume 6M:   0.000
Avg. price 1Y:   1.020
Avg. volume 1Y:   3.125
Volatility 1M:   229.58%
Volatility 6M:   219.03%
Volatility 1Y:   184.23%
Volatility 3Y:   -