Soc. Generale Call 10 NDX1 21.03.2025
/ DE000SU778F5
Soc. Generale Call 10 NDX1 21.03..../ DE000SU778F5 /
| 1/24/2025 9:40:02 PM |
Chg.+0.060 |
Bid9:56:35 PM |
Ask9:56:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.340EUR |
+2.63% |
2.350
Bid Size: 1,300 |
2.420
Ask Size: 1,300 |
NORDEX SE O.N. |
10.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
SU778F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.40 |
| Parity: |
1.73 |
| Time value: |
0.65 |
| Break-even: |
12.38 |
| Moneyness: |
1.17 |
| Premium: |
0.06 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.04 |
| Spread %: |
1.71% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
3.72 |
| Rho: |
0.01 |
Quote data
| Open: |
2.320 |
| High: |
2.550 |
| Low: |
2.320 |
| Previous Close: |
2.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.97% |
| 1 Month |
|
|
-2.90% |
| 3 Months |
|
|
-49.46% |
| YTD |
|
|
+11.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.820 |
2.190 |
| 1M High / 1M Low: |
2.960 |
2.020 |
| 6M High / 6M Low: |
6.140 |
2.000 |
| High (YTD): |
1/15/2025 |
2.960 |
| Low (YTD): |
1/9/2025 |
2.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.437 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.809 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.38% |
| Volatility 6M: |
|
107.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |