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Soc. Generale Call 14 NDX1 21.06..../  DE000SV49EX4  /

Frankfurt Zert./SG
2024-06-04  9:45:41 PM Chg.-0.100 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.840EUR -10.64% -
Bid Size: -		 -
Ask Size: -		 NORDEX SE O.N. 14.00 EUR 2024-06-21 Call
 

Master data

WKN: SV49EX
Issuer: Société Générale
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 14.39
Leverage: Yes

Calculated values

Fair value: 0.92
Intrinsic value: 0.68
Implied volatility: 0.49
Historic volatility: 0.40
Parity: 0.68
Time value: 0.34
Break-even: 15.02
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.63
Spread abs.: 0.03
Spread %: 3.03%
Delta: 0.70
Theta: -0.02
Omega: 10.04
Rho: 0.00
 

Quote data

Open: 0.960
High: 0.960
Low: 0.790
Previous Close: 0.940
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month
  -5.62%
3 Months  
+58.49%
YTD  
+50.00%
1 Year
  -58.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.840
1M High / 1M Low: 1.710 0.770
6M High / 6M Low: 1.710 0.230
High (YTD): 2024-05-14 1.710
Low (YTD): 2024-02-28 0.230
52W High: 2023-07-27 2.470
52W Low: 2024-02-28 0.230
Avg. price 1W:   0.902
Avg. volume 1W:   0.000
Avg. price 1M:   1.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.578
Avg. volume 6M:   0.000
Avg. price 1Y:   0.962
Avg. volume 1Y:   3.125
Volatility 1M:   230.13%
Volatility 6M:   226.24%
Volatility 1Y:   190.02%
Volatility 3Y:   -