Soc. Generale Call 21 NESTE 20.09.2024
/ DE000SY0GS66
Soc. Generale Call 21 NESTE 20.09.../ DE000SY0GS66 /
| 2024-07-25 9:24:10 AM |
Chg.+0.001 |
Bid11:29:14 AM |
Ask11:29:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
+2.00% |
0.063
Bid Size: 80,000 |
0.073
Ask Size: 80,000 |
Neste Corporation |
21.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SY0GS6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neste Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-17 |
| Last trading day: |
2024-09-20 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
50.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.38 |
| Parity: |
-0.74 |
| Time value: |
0.07 |
| Break-even: |
21.35 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
2.84 |
| Spread abs.: |
0.01 |
| Spread %: |
16.95% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
9.92 |
| Rho: |
0.00 |
Quote data
| Open: |
0.051 |
| High: |
0.051 |
| Low: |
0.051 |
| Previous Close: |
0.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.56% |
| 1 Month |
|
|
-28.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.045 |
| 1M High / 1M Low: |
0.110 |
0.033 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
