Soc. Generale Call 10.5 NDX1 21.03.2025
/ DE000SU778G3
Soc. Generale Call 10.5 NDX1 21.0.../ DE000SU778G3 /
| 1/24/2025 6:17:34 PM |
Chg.+0.08 |
Bid10:05:06 PM |
Ask10:05:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
+4.12% |
-
Bid Size: - |
-
Ask Size: - |
NORDEX SE O.N. |
10.50 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
SU778G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.40 |
| Parity: |
1.23 |
| Time value: |
0.80 |
| Break-even: |
12.53 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.04 |
| Spread %: |
2.01% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
4.07 |
| Rho: |
0.01 |
Quote data
| Open: |
2.08 |
| High: |
2.19 |
| Low: |
2.00 |
| Previous Close: |
1.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.04% |
| 1 Month |
|
|
-2.88% |
| 3 Months |
|
|
-53.46% |
| YTD |
|
|
+14.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.48 |
1.82 |
| 1M High / 1M Low: |
2.55 |
1.68 |
| 6M High / 6M Low: |
5.70 |
1.68 |
| High (YTD): |
1/15/2025 |
2.55 |
| Low (YTD): |
1/8/2025 |
1.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.72% |
| Volatility 6M: |
|
115.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |