Soc. Generale Call 14 ENI 19.12.2024
/ DE000SU65LR9
Soc. Generale Call 14 ENI 19.12.2.../ DE000SU65LR9 /
7/16/2024 9:50:53 AM |
Chg.-0.070 |
Bid4:47:33 PM |
Ask4:47:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
-8.97% |
0.650 Bid Size: 30,000 |
0.670 Ask Size: 30,000 |
ENI S.P.A. |
14.00 EUR |
12/19/2024 |
Call |
Master data
WKN: |
SU65LR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.00 EUR |
Maturity: |
12/19/2024 |
Issue date: |
1/19/2024 |
Last trading day: |
12/18/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
18.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.87 |
Intrinsic value: |
0.24 |
Implied volatility: |
0.14 |
Historic volatility: |
0.17 |
Parity: |
0.24 |
Time value: |
0.54 |
Break-even: |
14.78 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
2.63% |
Delta: |
0.65 |
Theta: |
0.00 |
Omega: |
11.91 |
Rho: |
0.04 |
Quote data
Open: |
0.710 |
High: |
0.710 |
Low: |
0.710 |
Previous Close: |
0.780 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.35% |
1 Month |
|
|
+22.41% |
3 Months |
|
|
-61.20% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.750 |
1M High / 1M Low: |
1.090 |
0.530 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.790 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.842 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |