Soc. Generale Call 25 NEOEN 21.03.2025
/ DE000SW8L7V0
Soc. Generale Call 25 NEOEN 21.03.../ DE000SW8L7V0 /
| 13/09/2024 08:54:55 |
Chg.-0.06 |
Bid15:58:18 |
Ask15:58:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
-4.20% |
1.43
Bid Size: 10,000 |
-
Ask Size: - |
Neoen SA |
25.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
SW8L7V |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neoen SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
05/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.34 |
| Parity: |
1.37 |
| Time value: |
0.07 |
| Break-even: |
39.40 |
| Moneyness: |
1.55 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
0.00 |
| Omega: |
2.58 |
| Rho: |
0.12 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.44% |
| 1 Month |
|
|
+3.79% |
| 3 Months |
|
|
+16.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.37 |
| 1M High / 1M Low: |
1.43 |
1.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
25.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
