Soc. Generale Call 26 NEOEN 20.09.2024
/ DE000SW358F4
Soc. Generale Call 26 NEOEN 20.09.../ DE000SW358F4 /
| 08/08/2024 21:36:07 |
Chg.+0.060 |
Bid08/08/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
+5.17% |
1.220
Bid Size: 8,000 |
-
Ask Size: - |
Neoen SA |
26.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW358F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neoen SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
29/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
- |
| Historic volatility: |
0.34 |
| Parity: |
1.23 |
| Time value: |
-0.02 |
| Break-even: |
38.10 |
| Moneyness: |
1.47 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.130 |
| High: |
1.240 |
| Low: |
1.130 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.39% |
| 1 Month |
|
|
+0.83% |
| 3 Months |
|
|
+103.33% |
| YTD |
|
|
+82.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
1.160 |
| 1M High / 1M Low: |
1.250 |
1.160 |
| 6M High / 6M Low: |
1.250 |
0.120 |
| High (YTD): |
25/07/2024 |
1.250 |
| Low (YTD): |
28/02/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.691 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
28.94% |
| Volatility 6M: |
|
167.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
