Soc. Generale Call 32 NEOEN 20.09.2024
/ DE000SW3XMF1
Soc. Generale Call 32 NEOEN 20.09.../ DE000SW3XMF1 /
| 13/09/2024 18:57:13 |
Chg.0.000 |
Bid13/09/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
0.00% |
0.640
Bid Size: 8,000 |
-
Ask Size: - |
Neoen SA |
32.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW3XMF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neoen SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
25/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.34 |
| Parity: |
0.67 |
| Time value: |
0.01 |
| Break-even: |
38.80 |
| Moneyness: |
1.21 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.02 |
| Omega: |
5.55 |
| Rho: |
0.01 |
Quote data
| Open: |
0.620 |
| High: |
0.670 |
| Low: |
0.620 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
+8.47% |
| 3 Months |
|
|
+45.45% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.620 |
| 1M High / 1M Low: |
0.650 |
0.590 |
| 6M High / 6M Low: |
0.660 |
0.064 |
| High (YTD): |
25/07/2024 |
0.660 |
| Low (YTD): |
28/02/2024 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.631 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.433 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.91% |
| Volatility 6M: |
|
154.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
