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Soc. Generale Call 11800 NDX.X 21.../  DE000SV2RR50  /

EUWAX
1/23/2025  4:22:25 PM Chg.-1.05 Bid7:37:32 PM Ask7:37:32 PM Underlying Strike price Expiration date Option type
96.37EUR -1.08% 97.02
Bid Size: 40,000		 97.03
Ask Size: 40,000		 NASDAQ 100 INDEX 11,800.00 USD 3/21/2025 Call
 

Master data

WKN: SV2RR5
Issuer: Société Générale
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 11,800.00 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: 2.16
Leverage: Yes

Calculated values

Fair value: 97.08
Intrinsic value: 96.59
Implied volatility: 0.65
Historic volatility: 0.17
Parity: 96.59
Time value: 0.59
Break-even: 21,055.54
Moneyness: 1.85
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.01%
Delta: 0.99
Theta: -1.58
Omega: 2.15
Rho: 17.44
 

Quote data

Open: 96.89
High: 96.89
Low: 96.11
Previous Close: 97.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.93%
1 Month  
+2.88%
3 Months  
+20.10%
YTD  
+3.10%
1 Year  
+66.24%
3 Years     -
5 Years     -
1W High / 1W Low: 97.42 92.73
1M High / 1M Low: 97.42 87.40
6M High / 6M Low: 99.22 60.09
High (YTD): 1/22/2025 97.42
Low (YTD): 1/13/2025 87.40
52W High: 12/17/2024 99.22
52W Low: 4/22/2024 55.38
Avg. price 1W:   94.35
Avg. volume 1W:   0.00
Avg. price 1M:   92.56
Avg. volume 1M:   0.00
Avg. price 6M:   80.75
Avg. volume 6M:   0.00
Avg. price 1Y:   73.99
Avg. volume 1Y:   0.00
Volatility 1M:   31.27%
Volatility 6M:   42.36%
Volatility 1Y:   39.85%
Volatility 3Y:   -