Soc. Generale Call 23 NESTE 20.09.2024
/ DE000SW9PVV2
Soc. Generale Call 23 NESTE 20.09.../ DE000SW9PVV2 /
2024-07-25 9:56:37 AM |
Chg.-0.002 |
Bid11:42:11 AM |
Ask11:42:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.017EUR |
-10.53% |
0.027 Bid Size: 80,000 |
0.037 Ask Size: 80,000 |
Neste Corporation |
23.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
SW9PVV |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Neste Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
23.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-04-29 |
Last trading day: |
2024-09-20 |
Ratio: |
5:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
108.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.38 |
Parity: |
-1.14 |
Time value: |
0.03 |
Break-even: |
23.16 |
Moneyness: |
0.75 |
Premium: |
0.34 |
Premium p.a.: |
5.48 |
Spread abs.: |
0.01 |
Spread %: |
45.45% |
Delta: |
0.10 |
Theta: |
-0.01 |
Omega: |
11.15 |
Rho: |
0.00 |
Quote data
Open: |
0.017 |
High: |
0.017 |
Low: |
0.017 |
Previous Close: |
0.019 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-32.00% |
1 Month |
|
|
-60.47% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.026 |
0.019 |
1M High / 1M Low: |
0.054 |
0.010 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.022 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.032 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
413.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |