Soc. Generale Call 21.5 NTGY 20.09.2024
/ DE000SW7TM56
Soc. Generale Call 21.5 NTGY 20.0.../ DE000SW7TM56 /
| 18/09/2024 09:14:32 |
Chg.-0.020 |
Bid11:22:16 |
Ask11:22:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-6.45% |
0.270
Bid Size: 10,000 |
0.310
Ask Size: 10,000 |
NATURGY ENERGY GROUP |
21.50 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
15/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
13.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
1.08 |
| Historic volatility: |
0.24 |
| Parity: |
0.30 |
| Time value: |
0.04 |
| Break-even: |
23.20 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
3.86 |
| Spread abs.: |
0.04 |
| Spread %: |
13.33% |
| Delta: |
0.81 |
| Theta: |
-0.13 |
| Omega: |
10.99 |
| Rho: |
0.00 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.33% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+81.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.300 |
| 1M High / 1M Low: |
0.350 |
0.290 |
| 6M High / 6M Low: |
0.840 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.317 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.371 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.87% |
| Volatility 6M: |
|
194.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
