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Soc. Generale Call 15 NDX1 21.06..../  DE000SQ71V66  /

Frankfurt Zert./SG
2024-05-15  9:43:58 PM Chg.-0.140 Bid9:24:17 AM Ask9:24:17 AM Underlying Strike price Expiration date Option type
0.910EUR -13.33% 1.080
Bid Size: 5,000		 1.110
Ask Size: 5,000		 NORDEX SE O.N. 15.00 EUR 2024-06-21 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: 2024-06-21
Issue date: 2023-01-17
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 16.11
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.40
Parity: -0.02
Time value: 0.93
Break-even: 15.93
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.87
Spread abs.: 0.03
Spread %: 3.33%
Delta: 0.54
Theta: -0.01
Omega: 8.65
Rho: 0.01
 

Quote data

Open: 1.020
High: 1.020
Low: 0.760
Previous Close: 1.050
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+31.88%
1 Month  
+152.78%
3 Months  
+213.79%
YTD  
+121.95%
1 Year
  -49.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.690
1M High / 1M Low: 1.050 0.300
6M High / 6M Low: 1.050 0.170
High (YTD): 2024-05-14 1.050
Low (YTD): 2024-02-28 0.170
52W High: 2023-07-27 2.020
52W Low: 2024-02-28 0.170
Avg. price 1W:   0.838
Avg. volume 1W:   0.000
Avg. price 1M:   0.507
Avg. volume 1M:   0.000
Avg. price 6M:   0.356
Avg. volume 6M:   0.000
Avg. price 1Y:   0.774
Avg. volume 1Y:   0.000
Volatility 1M:   233.45%
Volatility 6M:   213.72%
Volatility 1Y:   181.28%
Volatility 3Y:   -