Soc. Generale Call 24 NEOEN 20.09.2024
/ DE000SU0M9H6
Soc. Generale Call 24 NEOEN 20.09.../ DE000SU0M9H6 /
13/09/2024 12:06:03 |
Chg.+0.030 |
Bid13/09/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.470EUR |
+2.08% |
1.470 Bid Size: 10,000 |
- Ask Size: - |
Neoen SA |
24.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
SU0M9H |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Neoen SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
24.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
12/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.48 |
Intrinsic value: |
1.47 |
Implied volatility: |
1.65 |
Historic volatility: |
0.34 |
Parity: |
1.47 |
Time value: |
0.01 |
Break-even: |
38.80 |
Moneyness: |
1.61 |
Premium: |
0.00 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.99 |
Theta: |
-0.02 |
Omega: |
2.58 |
Rho: |
0.00 |
Quote data
Open: |
1.420 |
High: |
1.470 |
Low: |
1.420 |
Previous Close: |
1.440 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.52% |
1 Month |
|
|
+5.76% |
3 Months |
|
|
+21.49% |
YTD |
|
|
+79.27% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.450 |
1.420 |
1M High / 1M Low: |
1.450 |
1.390 |
6M High / 6M Low: |
1.450 |
0.270 |
High (YTD): |
11/09/2024 |
1.450 |
Low (YTD): |
28/02/2024 |
0.200 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.436 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.427 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.062 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
25.30% |
Volatility 6M: |
|
120.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |