Soc. Generale Call 100 ENPH 20.03.../  DE000SJ0V378  /

EUWAX
10/9/2024  9:35:50 AM Chg.- Bid6:04:24 PM Ask6:04:24 PM Underlying Strike price Expiration date Option type
3.24EUR - 3.10
Bid Size: 60,000
3.11
Ask Size: 60,000
Enphase Energy Inc 100.00 USD 3/20/2026 Call
 

Master data

WKN: SJ0V37
Issuer: Société Générale
Currency: EUR
Underlying: Enphase Energy Inc
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 3/20/2026
Issue date: 10/7/2024
Last trading day: 3/19/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.85
Leverage: Yes

Calculated values

Fair value: 2.94
Intrinsic value: 0.49
Implied volatility: 0.68
Historic volatility: 0.57
Parity: 0.49
Time value: 2.89
Break-even: 125.19
Moneyness: 1.05
Premium: 0.30
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.30%
Delta: 0.70
Theta: -0.03
Omega: 2.00
Rho: 0.49
 

Quote data

Open: 3.24
High: 3.24
Low: 3.24
Previous Close: 3.37
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -