Soc. Generale Call 11.5 NDX1 21.03.2025
/ DE000SU778J7
Soc. Generale Call 11.5 NDX1 21.0.../ DE000SU778J7 /
| 10/01/2025 18:16:05 |
Chg.+0.05 |
Bid20:00:44 |
Ask20:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
+4.24% |
1.24
Bid Size: 2,500 |
1.28
Ask Size: 2,500 |
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: |
9.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.40 |
| Parity: |
-0.31 |
| Time value: |
1.20 |
| Break-even: |
12.70 |
| Moneyness: |
0.97 |
| Premium: |
0.13 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.03 |
| Spread %: |
2.56% |
| Delta: |
0.53 |
| Theta: |
-0.01 |
| Omega: |
4.93 |
| Rho: |
0.01 |
Quote data
| Open: |
1.27 |
| High: |
1.32 |
| Low: |
1.21 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.64% |
| 1 Month |
|
|
-11.51% |
| 3 Months |
|
|
-61.68% |
| YTD |
|
|
+0.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.14 |
| 1M High / 1M Low: |
1.64 |
1.14 |
| 6M High / 6M Low: |
4.93 |
1.14 |
| High (YTD): |
06/01/2025 |
1.64 |
| Low (YTD): |
08/01/2025 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.80% |
| Volatility 6M: |
|
122.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |