Soc. Generale Call 11.5 NDX1 21.03.2025
/ DE000SU778J7
Soc. Generale Call 11.5 NDX1 21.0.../ DE000SU778J7 /
10/01/2025 16:21:37 |
Chg.+0.03 |
Bid16:46:06 |
Ask16:46:06 |
Underlying |
Strike price |
Expiration date |
Option type |
1.21EUR |
+2.54% |
1.28 Bid Size: 4,000 |
1.31 Ask Size: 4,000 |
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: |
9.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.67 |
Historic volatility: |
0.40 |
Parity: |
-0.31 |
Time value: |
1.20 |
Break-even: |
12.70 |
Moneyness: |
0.97 |
Premium: |
0.13 |
Premium p.a.: |
0.93 |
Spread abs.: |
0.03 |
Spread %: |
2.56% |
Delta: |
0.53 |
Theta: |
-0.01 |
Omega: |
4.93 |
Rho: |
0.01 |
Quote data
Open: |
1.27 |
High: |
1.32 |
Low: |
1.21 |
Previous Close: |
1.18 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.90% |
1 Month |
|
|
-12.95% |
3 Months |
|
|
-62.31% |
YTD |
|
|
-0.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.64 |
1.14 |
1M High / 1M Low: |
1.64 |
1.14 |
6M High / 6M Low: |
4.93 |
1.14 |
High (YTD): |
06/01/2025 |
1.64 |
Low (YTD): |
08/01/2025 |
1.14 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.43 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.38 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.00 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.80% |
Volatility 6M: |
|
122.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |