Soc. Generale Call 25 NEOEN 20.12.2024
/ DE000SU9MZU4
Soc. Generale Call 25 NEOEN 20.12.../ DE000SU9MZU4 /
11/10/2024 21:38:43 |
Chg.0.000 |
Bid11/10/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.420EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Neoen SA |
25.00 - |
20/12/2024 |
Call |
Master data
WKN: |
SU9MZU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Neoen SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 - |
Maturity: |
20/12/2024 |
Issue date: |
20/02/2024 |
Last trading day: |
14/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.43 |
Intrinsic value: |
1.42 |
Implied volatility: |
0.53 |
Historic volatility: |
0.32 |
Parity: |
1.42 |
Time value: |
0.02 |
Break-even: |
39.40 |
Moneyness: |
1.57 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.98 |
Theta: |
0.00 |
Omega: |
2.68 |
Rho: |
0.04 |
Quote data
Open: |
1.420 |
High: |
1.440 |
Low: |
1.420 |
Previous Close: |
1.420 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.71% |
1 Month |
|
|
+3.65% |
3 Months |
|
|
+6.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.420 |
1.410 |
1M High / 1M Low: |
1.430 |
1.360 |
6M High / 6M Low: |
1.430 |
0.590 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.418 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.400 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.180 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
21.68% |
Volatility 6M: |
|
85.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |