Soc. Generale Call 21.5 NTGY 20.09.2024
/ DE000SW7TM56
Soc. Generale Call 21.5 NTGY 20.0.../ DE000SW7TM56 /
| 8/2/2024 8:58:25 AM |
Chg.-0.050 |
Bid8:00:56 PM |
Ask8:00:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-19.23% |
0.300
Bid Size: 10,000 |
0.320
Ask Size: 10,000 |
NATURGY ENERGY GROUP |
21.50 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW7TM5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NATURGY ENERGY GROUP |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
3/15/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
18.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.11 |
| Time value: |
0.13 |
| Break-even: |
22.70 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
11.73 |
| Rho: |
0.02 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
+61.54% |
| 3 Months |
|
|
-67.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.260 |
| 1M High / 1M Low: |
0.310 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.214 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
