Soc. Generale Call 17 ENA 20.09.2024
/ DE000SU9L2X0
Soc. Generale Call 17 ENA 20.09.2.../ DE000SU9L2X0 /
| 2024-06-11 8:11:08 AM |
Chg.- |
Bid1:34:12 PM |
Ask1:34:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
- |
0.810
Bid Size: 15,000 |
0.820
Ask Size: 15,000 |
ENDESA INH. EO... |
17.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SU9L2X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ENDESA INH. EO 1,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.20 |
| Parity: |
0.63 |
| Time value: |
0.18 |
| Break-even: |
18.62 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
0.81 |
| Theta: |
0.00 |
| Omega: |
9.13 |
| Rho: |
0.04 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.45% |
| 1 Month |
|
|
+16.00% |
| 3 Months |
|
|
+112.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.760 |
| 1M High / 1M Low: |
0.930 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.864 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.776 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
