Soc. Generale Call 22 NEOEN 20.09.2024
/ DE000SU9XLQ9
Soc. Generale Call 22 NEOEN 20.09.../ DE000SU9XLQ9 /
| 13/09/2024 08:13:48 |
Chg.-0.04 |
Bid16:35:14 |
Ask16:35:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
-2.40% |
1.67
Bid Size: 10,000 |
-
Ask Size: - |
Neoen SA |
22.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SU9XLQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neoen SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
27/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
1.92 |
| Historic volatility: |
0.34 |
| Parity: |
1.67 |
| Time value: |
0.01 |
| Break-even: |
38.80 |
| Moneyness: |
1.76 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.02 |
| Omega: |
2.28 |
| Rho: |
0.00 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.82% |
| 3 Months |
|
|
+10.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.67 |
1.61 |
| 1M High / 1M Low: |
1.67 |
1.56 |
| 6M High / 6M Low: |
1.67 |
0.41 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
22.59% |
| Volatility 6M: |
|
112.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
