Soc. Generale Call 11.5 NDX1 21.03.2025
/ DE000SU778J7
Soc. Generale Call 11.5 NDX1 21.0.../ DE000SU778J7 /
| 24/01/2025 21:38:51 |
Chg.+0.030 |
Bid21:42:30 |
Ask21:42:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
+2.24% |
1.380
Bid Size: 2,200 |
1.440
Ask Size: 2,200 |
NORDEX SE O.N. |
11.50 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
SU778J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
12/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.40 |
| Parity: |
0.23 |
| Time value: |
1.18 |
| Break-even: |
12.91 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.03 |
| Spread %: |
2.17% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
4.90 |
| Rho: |
0.01 |
Quote data
| Open: |
1.370 |
| High: |
1.540 |
| Low: |
1.370 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.41% |
| 1 Month |
|
|
-8.05% |
| 3 Months |
|
|
-61.08% |
| YTD |
|
|
+10.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.770 |
1.270 |
| 1M High / 1M Low: |
1.900 |
1.150 |
| 6M High / 6M Low: |
4.980 |
1.150 |
| High (YTD): |
15/01/2025 |
1.900 |
| Low (YTD): |
08/01/2025 |
1.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.478 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.793 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.70% |
| Volatility 6M: |
|
132.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |