Soc. Generale Call 30 NEOEN 21.03.2025
/ DE000SW8GQ64
Soc. Generale Call 30 NEOEN 21.03.../ DE000SW8GQ64 /
| 8/8/2024 9:51:02 PM |
Chg.+0.050 |
Bid8/8/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+5.88% |
0.900
Bid Size: 9,000 |
-
Ask Size: - |
Neoen SA |
30.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
SW8GQ6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neoen SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/3/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.34 |
| Parity: |
0.83 |
| Time value: |
0.07 |
| Break-even: |
39.00 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
0.00 |
| Omega: |
4.23 |
| Rho: |
0.18 |
Quote data
| Open: |
0.920 |
| High: |
0.930 |
| Low: |
0.890 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.45% |
| 1 Month |
|
|
-1.10% |
| 3 Months |
|
|
+73.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.850 |
| 1M High / 1M Low: |
0.940 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.894 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
39.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
