Soc. Generale Call 10900 NDX.X 21.03.2025
/ DE000SV2RRW0
Soc. Generale Call 10900 NDX.X 21.../ DE000SV2RRW0 /
| 23/01/2025 16:22:20 |
Chg.-1.06 |
Bid19:54:49 |
Ask19:54:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 104.93EUR |
-1.00% |
105.33
Bid Size: 40,000 |
105.34
Ask Size: 40,000 |
NASDAQ 100 INDEX |
10,900.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
SV2RRW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10,900.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
28/03/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
1.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
105.69 |
| Intrinsic value: |
105.24 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.17 |
| Parity: |
105.24 |
| Time value: |
0.51 |
| Break-even: |
21,047.81 |
| Moneyness: |
2.00 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.01% |
| Delta: |
1.00 |
| Theta: |
-1.27 |
| Omega: |
1.98 |
| Rho: |
16.17 |
Quote data
| Open: |
105.48 |
| High: |
105.48 |
| Low: |
104.66 |
| Previous Close: |
105.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.53% |
| 1 Month |
|
|
+2.70% |
| 3 Months |
|
|
+18.82% |
| YTD |
|
|
+2.90% |
| 1 Year |
|
|
+60.59% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
105.99 |
101.35 |
| 1M High / 1M Low: |
105.99 |
96.13 |
| 6M High / 6M Low: |
107.65 |
67.52 |
| High (YTD): |
22/01/2025 |
105.99 |
| Low (YTD): |
13/01/2025 |
96.13 |
| 52W High: |
17/12/2024 |
107.65 |
| 52W Low: |
22/04/2024 |
62.97 |
| Avg. price 1W: |
|
102.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
101.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
88.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
81.89 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
28.18% |
| Volatility 6M: |
|
38.72% |
| Volatility 1Y: |
|
36.25% |
| Volatility 3Y: |
|
- |