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Soc. Generale Call 11100 NDX.X 21.../  DE000SV2RRY6  /

EUWAX
1/23/2025  8:24:15 AM Chg.-0.52 Bid10:37:31 AM Ask10:37:31 AM Underlying Strike price Expiration date Option type
103.57EUR -0.50% 102.91
Bid Size: 10,000		 102.94
Ask Size: 10,000		 NASDAQ 100 INDEX 11,100.00 USD 3/21/2025 Call
 

Master data

WKN: SV2RRY
Issuer: Société Générale
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 11,100.00 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: 2.02
Leverage: Yes

Calculated values

Fair value: 103.78
Intrinsic value: 103.32
Implied volatility: 0.68
Historic volatility: 0.17
Parity: 103.32
Time value: 0.53
Break-even: 21,049.98
Moneyness: 1.97
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.01%
Delta: 1.00
Theta: -1.37
Omega: 2.01
Rho: 16.44
 

Quote data

Open: 103.57
High: 103.57
Low: 103.57
Previous Close: 104.09
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month  
+3.28%
3 Months  
+19.73%
YTD  
+3.49%
1 Year  
+62.64%
3 Years     -
5 Years     -
1W High / 1W Low: 104.09 99.42
1M High / 1M Low: 104.09 94.21
6M High / 6M Low: 105.78 65.85
High (YTD): 1/22/2025 104.09
Low (YTD): 1/13/2025 94.21
52W High: 12/17/2024 105.78
52W Low: 4/22/2024 61.26
Avg. price 1W:   101.04
Avg. volume 1W:   0.00
Avg. price 1M:   99.25
Avg. volume 1M:   0.00
Avg. price 6M:   87.04
Avg. volume 6M:   0.00
Avg. price 1Y:   80.13
Avg. volume 1Y:   0.00
Volatility 1M:   28.78%
Volatility 6M:   39.46%
Volatility 1Y:   37.01%
Volatility 3Y:   -