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Soc. Generale Call 11400 NDX.X 21.../  DE000SV2RR19  /

EUWAX
1/23/2025  8:24:16 AM Chg.-0.52 Bid10:21:00 AM Ask10:21:00 AM Underlying Strike price Expiration date Option type
100.71EUR -0.51% 99.93
Bid Size: 10,000		 99.96
Ask Size: 10,000		 NASDAQ 100 INDEX 11,400.00 USD 3/21/2025 Call
 

Master data

WKN: SV2RR1
Issuer: Société Générale
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 11,400.00 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: 2.08
Leverage: Yes

Calculated values

Fair value: 100.91
Intrinsic value: 100.43
Implied volatility: 0.67
Historic volatility: 0.17
Parity: 100.43
Time value: 0.56
Break-even: 21,052.22
Moneyness: 1.92
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.01%
Delta: 1.00
Theta: -1.45
Omega: 2.07
Rho: 16.87
 

Quote data

Open: 100.71
High: 100.71
Low: 100.71
Previous Close: 101.23
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.29%
1 Month  
+3.37%
3 Months  
+20.18%
YTD  
+3.56%
1 Year  
+64.51%
3 Years     -
5 Years     -
1W High / 1W Low: 101.23 96.57
1M High / 1M Low: 101.23 91.29
6M High / 6M Low: 102.96 63.36
High (YTD): 1/22/2025 101.23
Low (YTD): 1/13/2025 91.29
52W High: 12/17/2024 102.96
52W Low: 4/22/2024 58.73
Avg. price 1W:   98.18
Avg. volume 1W:   0.00
Avg. price 1M:   96.39
Avg. volume 1M:   0.00
Avg. price 6M:   84.34
Avg. volume 6M:   0.00
Avg. price 1Y:   77.49
Avg. volume 1Y:   0.00
Volatility 1M:   29.77%
Volatility 6M:   40.72%
Volatility 1Y:   38.19%
Volatility 3Y:   -