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Soc. Generale Call 11300 NDX.X 21.../  DE000SV2RR01  /

Frankfurt Zert./SG
1/23/2025  9:53:08 AM Chg.-0.990 Bid10:51:39 AM Ask10:51:39 AM Underlying Strike price Expiration date Option type
101.100EUR -0.97% 101.080
Bid Size: 10,000		 101.100
Ask Size: 10,000		 NASDAQ 100 INDEX 11,300.00 USD 3/21/2025 Call
 

Master data

WKN: SV2RR0
Issuer: Société Générale
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 11,300.00 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: 2.06
Leverage: Yes

Calculated values

Fair value: 101.86
Intrinsic value: 101.39
Implied volatility: 0.67
Historic volatility: 0.17
Parity: 101.39
Time value: 0.55
Break-even: 21,051.14
Moneyness: 1.93
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.01%
Delta: 1.00
Theta: -1.41
Omega: 2.05
Rho: 16.74
 

Quote data

Open: 101.580
High: 101.580
Low: 101.100
Previous Close: 102.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.60%
1 Month  
+1.55%
3 Months  
+21.31%
YTD  
+3.25%
1 Year  
+62.49%
3 Years     -
5 Years     -
1W High / 1W Low: 102.090 96.650
1M High / 1M Low: 102.090 91.860
6M High / 6M Low: 104.570 64.360
High (YTD): 1/22/2025 102.090
Low (YTD): 1/14/2025 91.860
52W High: 12/16/2024 104.570
52W Low: 4/19/2024 59.550
Avg. price 1W:   99.438
Avg. volume 1W:   0.000
Avg. price 1M:   97.329
Avg. volume 1M:   0.000
Avg. price 6M:   85.213
Avg. volume 6M:   0.000
Avg. price 1Y:   78.363
Avg. volume 1Y:   0.000
Volatility 1M:   35.81%
Volatility 6M:   43.03%
Volatility 1Y:   39.80%
Volatility 3Y:   -