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Soc. Generale Call 10900 NDX.X 21.../  DE000SV2RRW0  /

EUWAX
1/23/2025  8:24:15 AM Chg.-0.51 Bid10:33:50 AM Ask10:33:50 AM Underlying Strike price Expiration date Option type
105.48EUR -0.48% 104.84
Bid Size: 10,000		 104.87
Ask Size: 10,000		 NASDAQ 100 INDEX 10,900.00 USD 3/21/2025 Call
 

Master data

WKN: SV2RRW
Issuer: Société Générale
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 10,900.00 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: 1.99
Leverage: Yes

Calculated values

Fair value: 105.69
Intrinsic value: 105.24
Implied volatility: 0.68
Historic volatility: 0.17
Parity: 105.24
Time value: 0.51
Break-even: 21,047.81
Moneyness: 2.00
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.01%
Delta: 1.00
Theta: -1.27
Omega: 1.98
Rho: 16.17
 

Quote data

Open: 105.48
High: 105.48
Low: 105.48
Previous Close: 105.99
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.08%
1 Month  
+3.24%
3 Months  
+19.44%
YTD  
+3.44%
1 Year  
+61.43%
3 Years     -
5 Years     -
1W High / 1W Low: 105.99 101.35
1M High / 1M Low: 105.99 96.13
6M High / 6M Low: 107.65 67.52
High (YTD): 1/22/2025 105.99
Low (YTD): 1/13/2025 96.13
52W High: 12/17/2024 107.65
52W Low: 4/22/2024 62.97
Avg. price 1W:   102.95
Avg. volume 1W:   0.00
Avg. price 1M:   101.17
Avg. volume 1M:   0.00
Avg. price 6M:   88.85
Avg. volume 6M:   0.00
Avg. price 1Y:   81.89
Avg. volume 1Y:   0.00
Volatility 1M:   28.18%
Volatility 6M:   38.72%
Volatility 1Y:   36.25%
Volatility 3Y:   -