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Soc. Generale Call 11500 NDX.X 21.../  DE000SV2RR27  /

Frankfurt Zert./SG
1/23/2025  7:10:45 PM Chg.-0.950 Bid7:52:05 PM Ask7:52:05 PM Underlying Strike price Expiration date Option type
99.350EUR -0.95% 99.640
Bid Size: 40,000		 99.650
Ask Size: 40,000		 NASDAQ 100 INDEX 11,500.00 USD 3/21/2025 Call
 

Master data

WKN: SV2RR2
Issuer: Société Générale
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 11,500.00 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: 2.10
Leverage: Yes

Calculated values

Fair value: 99.95
Intrinsic value: 99.47
Implied volatility: 0.66
Historic volatility: 0.17
Parity: 99.47
Time value: 0.57
Break-even: 21,053.30
Moneyness: 1.90
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.01%
Delta: 1.00
Theta: -1.50
Omega: 2.09
Rho: 17.01
 

Quote data

Open: 99.690
High: 99.700
Low: 99.070
Previous Close: 100.300
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.87%
1 Month  
+1.72%
3 Months  
+21.83%
YTD  
+3.48%
1 Year  
+63.89%
3 Years     -
5 Years     -
1W High / 1W Low: 100.300 94.740
1M High / 1M Low: 100.300 89.710
6M High / 6M Low: 102.840 62.650
High (YTD): 1/22/2025 100.300
Low (YTD): 1/14/2025 89.710
52W High: 12/16/2024 102.840
52W Low: 4/19/2024 57.860
Avg. price 1W:   97.542
Avg. volume 1W:   0.000
Avg. price 1M:   95.451
Avg. volume 1M:   0.000
Avg. price 6M:   83.367
Avg. volume 6M:   0.000
Avg. price 1Y:   76.589
Avg. volume 1Y:   0.000
Volatility 1M:   36.49%
Volatility 6M:   44.71%
Volatility 1Y:   41.02%
Volatility 3Y:   -