Soc. Generale Call 25 NEOEN 20.12.2024
/ DE000SU9MZU4
Soc. Generale Call 25 NEOEN 20.12.../ DE000SU9MZU4 /
9/13/2024 8:31:10 AM |
Chg.-0.04 |
Bid2:12:44 PM |
Ask2:12:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.36EUR |
-2.86% |
1.40 Bid Size: 10,000 |
- Ask Size: - |
Neoen SA |
25.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
SU9MZU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Neoen SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
2/20/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.40 |
Intrinsic value: |
1.37 |
Implied volatility: |
0.50 |
Historic volatility: |
0.34 |
Parity: |
1.37 |
Time value: |
0.04 |
Break-even: |
39.10 |
Moneyness: |
1.55 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.97 |
Theta: |
-0.01 |
Omega: |
2.66 |
Rho: |
0.06 |
Quote data
Open: |
1.36 |
High: |
1.36 |
Low: |
1.36 |
Previous Close: |
1.40 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+4.62% |
3 Months |
|
|
+11.48% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.40 |
1.34 |
1M High / 1M Low: |
1.40 |
1.30 |
6M High / 6M Low: |
1.43 |
0.29 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.37 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.35 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.02 |
Avg. volume 6M: |
|
15.63 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
28.72% |
Volatility 6M: |
|
117.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |