Soc. Generale Call 12100 NDX.X 21.03.2025
/ DE000SV2RR84
Soc. Generale Call 12100 NDX.X 21.../ DE000SV2RR84 /
| 1/23/2025 6:54:05 PM |
Chg.-0.640 |
Bid7:27:35 PM |
Ask7:27:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 93.650EUR |
-0.68% |
93.920
Bid Size: 40,000 |
93.930
Ask Size: 40,000 |
NASDAQ 100 INDEX |
12,100.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SV2RR8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12,100.00 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: |
2.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
94.21 |
| Intrinsic value: |
93.71 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.17 |
| Parity: |
93.71 |
| Time value: |
0.61 |
| Break-even: |
21,057.78 |
| Moneyness: |
1.81 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.01% |
| Delta: |
0.99 |
| Theta: |
-1.65 |
| Omega: |
2.21 |
| Rho: |
17.86 |
Quote data
| Open: |
93.850 |
| High: |
93.940 |
| Low: |
93.300 |
| Previous Close: |
94.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
+2.15% |
| 3 Months |
|
|
+22.93% |
| YTD |
|
|
+3.71% |
| 1 Year |
|
|
+68.01% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
94.290 |
88.970 |
| 1M High / 1M Low: |
94.290 |
84.040 |
| 6M High / 6M Low: |
97.090 |
57.470 |
| High (YTD): |
1/22/2025 |
94.290 |
| Low (YTD): |
1/14/2025 |
84.040 |
| 52W High: |
12/16/2024 |
97.090 |
| 52W Low: |
4/19/2024 |
52.720 |
| Avg. price 1W: |
|
91.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
89.654 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
77.954 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
71.333 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
38.66% |
| Volatility 6M: |
|
47.52% |
| Volatility 1Y: |
|
44.16% |
| Volatility 3Y: |
|
- |