Soc. Generale Call 11.5 NDX1 21.03.2025
/ DE000SU778J7
Soc. Generale Call 11.5 NDX1 21.0.../ DE000SU778J7 /
| 24/01/2025 18:17:30 |
Chg.+0.07 |
Bid22:05:06 |
Ask22:05:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
+5.22% |
-
Bid Size: - |
-
Ask Size: - |
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: |
8.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.40 |
| Parity: |
0.23 |
| Time value: |
1.18 |
| Break-even: |
12.91 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.03 |
| Spread %: |
2.17% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
4.90 |
| Rho: |
0.01 |
Quote data
| Open: |
1.45 |
| High: |
1.55 |
| Low: |
1.39 |
| Previous Close: |
1.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.57% |
| 1 Month |
|
|
-4.73% |
| 3 Months |
|
|
-60.83% |
| YTD |
|
|
+15.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.80 |
1.25 |
| 1M High / 1M Low: |
1.87 |
1.14 |
| 6M High / 6M Low: |
4.93 |
1.14 |
| High (YTD): |
15/01/2025 |
1.87 |
| Low (YTD): |
08/01/2025 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.70% |
| Volatility 6M: |
|
132.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |