Soc. Generale Call 9 NDX1 21.06.2024
/ DE000SU65MF2
Soc. Generale Call 9 NDX1 21.06.2.../ DE000SU65MF2 /
| 2024-05-15 9:51:06 PM |
Chg.-0.150 |
Bid9:16:00 AM |
Ask9:16:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.930EUR |
-2.47% |
6.300
Bid Size: 3,000 |
6.400
Ask Size: 3,000 |
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: |
2.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.15 |
| Intrinsic value: |
6.12 |
| Implied volatility: |
1.24 |
| Historic volatility: |
0.40 |
| Parity: |
6.12 |
| Time value: |
0.23 |
| Break-even: |
15.35 |
| Moneyness: |
1.68 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.10 |
| Spread %: |
1.60% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
2.23 |
| Rho: |
0.01 |
Quote data
| Open: |
6.000 |
| High: |
6.060 |
| Low: |
5.540 |
| Previous Close: |
6.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.38% |
| 1 Month |
|
|
+56.05% |
| 3 Months |
|
|
+149.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.080 |
5.230 |
| 1M High / 1M Low: |
6.080 |
3.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.512 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
