Soc. Generale Call 34 NEOEN 20.09.2024
/ DE000SW3XMG9
Soc. Generale Call 34 NEOEN 20.09.../ DE000SW3XMG9 /
9/13/2024 5:50:17 PM |
Chg.-0.010 |
Bid6:47:21 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
-2.27% |
0.440 Bid Size: 8,000 |
- Ask Size: - |
Neoen SA |
34.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
SW3XMG |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Neoen SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
9/25/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.47 |
Implied volatility: |
0.53 |
Historic volatility: |
0.34 |
Parity: |
0.47 |
Time value: |
0.01 |
Break-even: |
38.80 |
Moneyness: |
1.14 |
Premium: |
0.00 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.97 |
Theta: |
-0.02 |
Omega: |
7.80 |
Rho: |
0.01 |
Quote data
Open: |
0.410 |
High: |
0.470 |
Low: |
0.410 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.38% |
1 Month |
|
|
+7.50% |
3 Months |
|
|
+48.28% |
YTD |
|
|
+72.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.420 |
1M High / 1M Low: |
0.450 |
0.400 |
6M High / 6M Low: |
0.460 |
0.048 |
High (YTD): |
7/25/2024 |
0.460 |
Low (YTD): |
2/28/2024 |
0.035 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.438 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.432 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.303 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.91% |
Volatility 6M: |
|
160.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |