Soc. Generale Call 26 NEOEN 20.12.2024
/ DE000SU62EX9
Soc. Generale Call 26 NEOEN 20.12.../ DE000SU62EX9 /
| 9/13/2024 8:43:25 AM |
Chg.-0.05 |
Bid9:03:06 AM |
Ask9:03:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
-3.85% |
1.30
Bid Size: 10,000 |
-
Ask Size: - |
Neoen SA |
26.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SU62EX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neoen SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
1/17/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.34 |
| Parity: |
1.27 |
| Time value: |
0.04 |
| Break-even: |
39.10 |
| Moneyness: |
1.49 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
2.86 |
| Rho: |
0.07 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.79% |
| 1 Month |
|
|
+4.17% |
| 3 Months |
|
|
+19.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.24 |
| 1M High / 1M Low: |
1.30 |
1.20 |
| 6M High / 6M Low: |
1.35 |
0.25 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
25.93% |
| Volatility 6M: |
|
112.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
