OverviewChartNewsTraderScreen

Soc. Generale Call 11900 NDX.X 21.../  DE000SV2RR68  /

EUWAX
1/23/2025  4:22:25 PM Chg.-1.07 Bid6:58:58 PM Ask6:58:58 PM Underlying Strike price Expiration date Option type
95.41EUR -1.11% 95.51
Bid Size: 40,000		 95.52
Ask Size: 40,000		 NASDAQ 100 INDEX 11,900.00 USD 3/21/2025 Call
 

Master data

WKN: SV2RR6
Issuer: Société Générale
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 11,900.00 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: 2.18
Leverage: Yes

Calculated values

Fair value: 96.12
Intrinsic value: 95.63
Implied volatility: 0.65
Historic volatility: 0.17
Parity: 95.63
Time value: 0.60
Break-even: 21,056.62
Moneyness: 1.84
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.01%
Delta: 0.99
Theta: -1.62
Omega: 2.17
Rho: 17.57
 

Quote data

Open: 95.94
High: 95.94
Low: 95.16
Previous Close: 96.48
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.96%
1 Month  
+2.89%
3 Months  
+20.32%
YTD  
+3.12%
1 Year  
+66.92%
3 Years     -
5 Years     -
1W High / 1W Low: 96.48 91.78
1M High / 1M Low: 96.48 86.45
6M High / 6M Low: 98.28 59.24
High (YTD): 1/22/2025 96.48
Low (YTD): 1/13/2025 86.45
52W High: 12/17/2024 98.28
52W Low: 4/22/2024 54.54
Avg. price 1W:   93.40
Avg. volume 1W:   0.00
Avg. price 1M:   91.60
Avg. volume 1M:   0.00
Avg. price 6M:   79.85
Avg. volume 6M:   0.00
Avg. price 1Y:   73.13
Avg. volume 1Y:   0.00
Volatility 1M:   31.65%
Volatility 6M:   42.80%
Volatility 1Y:   40.35%
Volatility 3Y:   -