Soc. Generale Call 120 ENPH 20.03.../  DE000SJ0V386  /

EUWAX
2024-11-13  9:27:30 AM Chg.- Bid7:56:29 AM Ask7:56:29 AM Underlying Strike price Expiration date Option type
0.690EUR - 0.740
Bid Size: 6,000
0.760
Ask Size: 6,000
Enphase Energy Inc 120.00 USD 2026-03-20 Call
 

Master data

WKN: SJ0V38
Issuer: Société Générale
Currency: EUR
Underlying: Enphase Energy Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2026-03-20
Issue date: 2024-10-07
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.09
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.60
Parity: -5.64
Time value: 0.70
Break-even: 120.03
Moneyness: 0.50
Premium: 1.12
Premium p.a.: 0.75
Spread abs.: 0.01
Spread %: 1.45%
Delta: 0.34
Theta: -0.02
Omega: 2.74
Rho: 0.16
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.94%
1 Month
  -72.18%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.130 0.690
1M High / 1M Low: 2.480 0.690
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.880
Avg. volume 1W:   0.000
Avg. price 1M:   1.547
Avg. volume 1M:   146.087
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -