Soc. Generale Call 28 NEOEN 20.12.2024
/ DE000SU6PSB8
Soc. Generale Call 28 NEOEN 20.12.../ DE000SU6PSB8 /
| 2024-10-11 9:42:52 PM |
Chg.+0.010 |
Bid9:50:27 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
+0.89% |
-
Bid Size: - |
-
Ask Size: - |
Neoen SA |
28.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
SU6PSB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neoen SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-10-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
1.12 |
| Time value: |
0.02 |
| Break-even: |
39.40 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
0.00 |
| Omega: |
3.39 |
| Rho: |
0.05 |
Quote data
| Open: |
1.130 |
| High: |
1.140 |
| Low: |
1.130 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.89% |
| 1 Month |
|
|
+5.61% |
| 3 Months |
|
|
+9.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
1.120 |
| 1M High / 1M Low: |
1.140 |
1.060 |
| 6M High / 6M Low: |
1.140 |
0.430 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.123 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.915 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
27.52% |
| Volatility 6M: |
|
91.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
