Soc. Generale Call 30 NEOEN 20.09.2024
/ DE000SW3XME4
Soc. Generale Call 30 NEOEN 20.09.../ DE000SW3XME4 /
| 9/13/2024 9:27:55 AM |
Chg.-0.010 |
Bid3:19:25 PM |
Ask3:19:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-1.15% |
0.870
Bid Size: 10,000 |
-
Ask Size: - |
Neoen SA |
30.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW3XME |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neoen SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/25/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.34 |
| Parity: |
0.87 |
| Time value: |
0.01 |
| Break-even: |
38.80 |
| Moneyness: |
1.29 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.02 |
| Omega: |
4.31 |
| Rho: |
0.01 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.38% |
| 3 Months |
|
|
+21.13% |
| YTD |
|
|
+104.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.860 |
| 1M High / 1M Low: |
0.880 |
0.840 |
| 6M High / 6M Low: |
0.950 |
0.090 |
| High (YTD): |
5/31/2024 |
0.950 |
| Low (YTD): |
2/28/2024 |
0.065 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.866 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.861 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.601 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
14.28% |
| Volatility 6M: |
|
158.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
