Soc. Generale Call 8.5 NDX1 21.06.2024
/ DE000SU7ARC8
Soc. Generale Call 8.5 NDX1 21.06.../ DE000SU7ARC8 /
| 2024-05-16 2:31:58 PM |
Chg.+0.080 |
Bid3:02:13 PM |
Ask3:02:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.500EUR |
+1.25% |
6.460
Bid Size: 3,000 |
6.560
Ask Size: 3,000 |
NORDEX SE O.N. |
8.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SU7ARC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.51 |
| Intrinsic value: |
6.48 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.40 |
| Parity: |
6.48 |
| Time value: |
0.06 |
| Break-even: |
15.04 |
| Moneyness: |
1.76 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.10 |
| Spread %: |
1.55% |
| Delta: |
0.98 |
| Theta: |
0.00 |
| Omega: |
2.25 |
| Rho: |
0.01 |
Quote data
| Open: |
6.710 |
| High: |
6.710 |
| Low: |
6.500 |
| Previous Close: |
6.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.04% |
| 1 Month |
|
|
+53.66% |
| 3 Months |
|
|
+137.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.560 |
5.700 |
| 1M High / 1M Low: |
6.560 |
3.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.960 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
