Soc. Generale Call 16 ENI 19.12.2024
/ DE000SY11196
Soc. Generale Call 16 ENI 19.12.2.../ DE000SY11196 /
18/09/2024 08:39:52 |
Chg.+0.004 |
Bid18:43:59 |
Ask18:43:59 |
Underlying |
Strike price |
Expiration date |
Option type |
0.045EUR |
+9.76% |
0.040 Bid Size: 10,000 |
0.050 Ask Size: 10,000 |
ENI S.P.A. |
16.00 EUR |
19/12/2024 |
Call |
Master data
WKN: |
SY1119 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 EUR |
Maturity: |
19/12/2024 |
Issue date: |
20/06/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
2:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
129.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.17 |
Parity: |
-0.89 |
Time value: |
0.06 |
Break-even: |
16.11 |
Moneyness: |
0.89 |
Premium: |
0.13 |
Premium p.a.: |
0.64 |
Spread abs.: |
0.01 |
Spread %: |
22.22% |
Delta: |
0.15 |
Theta: |
0.00 |
Omega: |
19.76 |
Rho: |
0.01 |
Quote data
Open: |
0.045 |
High: |
0.045 |
Low: |
0.045 |
Previous Close: |
0.041 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.57% |
1 Month |
|
|
-53.13% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.041 |
0.030 |
1M High / 1M Low: |
0.091 |
0.030 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.035 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.062 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
238.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |