Soc. Generale Call 32 NEOEN 20.12.2024
/ DE000SU6G1E2
Soc. Generale Call 32 NEOEN 20.12.../ DE000SU6G1E2 /
| 8/9/2024 9:57:49 AM |
Chg.+0.030 |
Bid8/9/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+4.55% |
0.690
Bid Size: 10,000 |
-
Ask Size: - |
Neoen SA |
32.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SU6G1E |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neoen SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.34 |
| Parity: |
0.64 |
| Time value: |
0.07 |
| Break-even: |
39.10 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
4.93 |
| Rho: |
0.10 |
Quote data
| Open: |
0.630 |
| High: |
0.690 |
| Low: |
0.630 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
+2.99% |
| 3 Months |
|
|
+86.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.620 |
| 1M High / 1M Low: |
0.710 |
0.620 |
| 6M High / 6M Low: |
0.710 |
0.075 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.657 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.391 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.41% |
| Volatility 6M: |
|
147.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
