Soc. Generale Call 32 NEOEN 20.09.2024
/ DE000SW3XMF1
Soc. Generale Call 32 NEOEN 20.09.../ DE000SW3XMF1 /
9/13/2024 9:27:55 AM |
Chg.-0.010 |
Bid6:48:05 PM |
Ask6:48:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
-1.49% |
0.640 Bid Size: 8,000 |
- Ask Size: - |
Neoen SA |
32.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
SW3XMF |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Neoen SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
9/25/2023 |
Last trading day: |
9/19/2024 |
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: |
0.660 |
High: |
0.660 |
Low: |
0.660 |
Previous Close: |
0.670 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+3.13% |
3 Months |
|
|
+29.41% |
YTD |
|
|
+106.25% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.660 |
1M High / 1M Low: |
0.680 |
0.640 |
6M High / 6M Low: |
0.820 |
0.066 |
High (YTD): |
5/31/2024 |
0.820 |
Low (YTD): |
2/28/2024 |
0.048 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.666 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.661 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.457 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
18.62% |
Volatility 6M: |
|
174.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |