Soc. Generale Call 24 NEOEN 20.09.2024
/ DE000SU0M9H6
Soc. Generale Call 24 NEOEN 20.09.../ DE000SU0M9H6 /
| 9/13/2024 4:38:33 PM |
Chg.+0.030 |
Bid9/13/2024 |
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 |
9/20/2024 |
Call |
Master data
| WKN: |
SU0M9H |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neoen SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
9/19/2024 |
| 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): |
9/11/2024 |
1.450 |
| Low (YTD): |
2/28/2024 |
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: |
|
- |
