Soc. Generale Call 15 NDX1 21.06.2024
/ DE000SQ71V66
Soc. Generale Call 15 NDX1 21.06..../ DE000SQ71V66 /
05/06/2024 09:45:55 |
Chg.-0.030 |
Bid10:30:50 |
Ask10:30:50 |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
-10.34% |
0.320 Bid Size: 9,400 |
0.340 Ask Size: 9,400 |
NORDEX SE O.N. |
15.00 EUR |
21/06/2024 |
Call |
Master data
WKN: |
SQ71V6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 EUR |
Maturity: |
21/06/2024 |
Issue date: |
17/01/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
42.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.40 |
Parity: |
-0.60 |
Time value: |
0.34 |
Break-even: |
15.34 |
Moneyness: |
0.96 |
Premium: |
0.07 |
Premium p.a.: |
3.23 |
Spread abs.: |
0.02 |
Spread %: |
6.25% |
Delta: |
0.37 |
Theta: |
-0.02 |
Omega: |
15.48 |
Rho: |
0.00 |
Quote data
Open: |
0.330 |
High: |
0.330 |
Low: |
0.260 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-25.71% |
1 Month |
|
|
-50.94% |
3 Months |
|
|
-27.78% |
YTD |
|
|
-36.59% |
1 Year |
|
|
-83.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.290 |
1M High / 1M Low: |
1.050 |
0.290 |
6M High / 6M Low: |
1.050 |
0.170 |
High (YTD): |
14/05/2024 |
1.050 |
Low (YTD): |
28/02/2024 |
0.170 |
52W High: |
27/07/2023 |
2.020 |
52W Low: |
28/02/2024 |
0.170 |
Avg. price 1W: |
|
0.340 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.530 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.354 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.705 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
283.14% |
Volatility 6M: |
|
226.86% |
Volatility 1Y: |
|
190.54% |
Volatility 3Y: |
|
- |