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Soc. Generale Call 11000 NDX.X 21.../  DE000SV2RRX8  /

Frankfurt Zert./SG
1/23/2025  9:35:40 PM Chg.-0.300 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
104.460EUR -0.29% 105.220
Bid Size: 5,000		 105.230
Ask Size: 5,000		 NASDAQ 100 INDEX 11,000.00 USD 3/21/2025 Call
 

Master data

WKN: SV2RRX
Issuer: Société Générale
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 11,000.00 USD
Maturity: 3/21/2025
Issue date: 3/28/2023
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 2.00
Leverage: Yes

Calculated values

Fair value: 104.73
Intrinsic value: 104.28
Implied volatility: 0.68
Historic volatility: 0.17
Parity: 104.28
Time value: 0.52
Break-even: 21,048.89
Moneyness: 1.99
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.01%
Delta: 1.00
Theta: -1.32
Omega: 2.00
Rho: 16.31
 

Quote data

Open: 104.450
High: 104.480
Low: 103.760
Previous Close: 104.760
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.05%
1 Month  
+2.05%
3 Months  
+21.34%
YTD  
+3.73%
1 Year  
+61.48%
3 Years     -
5 Years     -
1W High / 1W Low: 104.760 99.440
1M High / 1M Low: 104.760 95.040
6M High / 6M Low: 107.380 66.410
High (YTD): 1/22/2025 104.760
Low (YTD): 1/14/2025 95.040
52W High: 12/16/2024 107.380
52W Low: 4/19/2024 61.910
Avg. price 1W:   102.254
Avg. volume 1W:   0.000
Avg. price 1M:   100.198
Avg. volume 1M:   0.000
Avg. price 6M:   87.863
Avg. volume 6M:   0.000
Avg. price 1Y:   80.971
Avg. volume 1Y:   0.000
Volatility 1M:   32.98%
Volatility 6M:   42.65%
Volatility 1Y:   39.37%
Volatility 3Y:   -