Soc. Generale Call 9 NDX1 21.06.2024
/ DE000SU65MF2
Soc. Generale Call 9 NDX1 21.06.2.../ DE000SU65MF2 /
| 2024-06-06 5:57:47 PM |
Chg.-0.520 |
Bid6:41:32 PM |
Ask6:41:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.840EUR |
-9.70% |
4.850
Bid Size: 1,000 |
5.050
Ask Size: 1,000 |
NORDEX SE O.N. |
9.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SU65MF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.43 |
| Intrinsic value: |
5.42 |
| Implied volatility: |
1.53 |
| Historic volatility: |
0.40 |
| Parity: |
5.42 |
| Time value: |
0.11 |
| Break-even: |
14.53 |
| Moneyness: |
1.60 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.10 |
| Spread %: |
1.84% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
2.49 |
| Rho: |
0.00 |
Quote data
| Open: |
5.360 |
| High: |
5.480 |
| Low: |
4.840 |
| Previous Close: |
5.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.52% |
| 1 Month |
|
|
+4.54% |
| 3 Months |
|
|
+35.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.480 |
5.360 |
| 1M High / 1M Low: |
6.080 |
4.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.337 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
