Soc. Generale Call 25 NEOEN 20.12.2024
/ DE000SU9MZU4
Soc. Generale Call 25 NEOEN 20.12.../ DE000SU9MZU4 /
| 7/12/2024 1:26:14 PM |
Chg.+0.020 |
Bid1:29:06 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
+1.48% |
1.370
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: |
2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.35 |
| Parity: |
1.35 |
| Time value: |
0.04 |
| Break-even: |
38.90 |
| Moneyness: |
1.54 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
0.00 |
| Omega: |
2.73 |
| Rho: |
0.11 |
Quote data
| Open: |
1.340 |
| High: |
1.380 |
| Low: |
1.340 |
| Previous Close: |
1.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.01% |
| 1 Month |
|
|
+18.10% |
| 3 Months |
|
|
+95.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
1.330 |
| 1M High / 1M Low: |
1.350 |
1.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
31.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
