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

Frankfurt Zert./SG
5/15/2024  9:38:50 PM Chg.-0.160 Bid9:59:01 PM Ask9:59:01 PM Underlying Strike price Expiration date Option type
1.550EUR -9.36% -
Bid Size: -		 -
Ask Size: -		 NORDEX SE O.N. 14.00 EUR 6/21/2024 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: 6/21/2024
Issue date: 5/11/2023
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.22
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 1.12
Implied volatility: 0.63
Historic volatility: 0.40
Parity: 1.12
Time value: 0.72
Break-even: 15.84
Moneyness: 1.08
Premium: 0.05
Premium p.a.: 0.58
Spread abs.: 0.04
Spread %: 2.22%
Delta: 0.69
Theta: -0.02
Omega: 5.69
Rho: 0.01
 

Quote data

Open: 1.660
High: 1.660
Low: 1.270
Previous Close: 1.710
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+33.62%
1 Month  
+150.00%
3 Months  
+287.50%
YTD  
+176.79%
1 Year
  -26.54%
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): 5/14/2024 1.710
Low (YTD): 2/28/2024 0.230
52W High: 7/27/2023 2.470
52W Low: 2/28/2024 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:   -