Soc. Generale Call 26 NEOEN 20.09.2024
/ DE000SW358F4
Soc. Generale Call 26 NEOEN 20.09.../ DE000SW358F4 /
| 9/13/2024 4:54:46 PM |
Chg.+0.030 |
Bid9/13/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
+2.42% |
1.270
Bid Size: 10,000 |
-
Ask Size: - |
Neoen SA |
26.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW358F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neoen SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/29/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
1.39 |
| Historic volatility: |
0.34 |
| Parity: |
1.27 |
| Time value: |
0.01 |
| Break-even: |
38.80 |
| Moneyness: |
1.49 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.02 |
| Omega: |
2.98 |
| Rho: |
0.00 |
Quote data
| Open: |
1.210 |
| High: |
1.270 |
| Low: |
1.210 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.10% |
| 1 Month |
|
|
+6.72% |
| 3 Months |
|
|
+25.74% |
| YTD |
|
|
+89.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.220 |
| 1M High / 1M Low: |
1.250 |
1.190 |
| 6M High / 6M Low: |
1.250 |
0.180 |
| High (YTD): |
9/11/2024 |
1.250 |
| Low (YTD): |
2/28/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.228 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.891 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
29.45% |
| Volatility 6M: |
|
133.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
