Soc. Generale Call 38 NEOEN 20.12.2024
/ DE000SU6G1H5
Soc. Generale Call 38 NEOEN 20.12.../ DE000SU6G1H5 /
9/13/2024 7:01:47 PM |
Chg.-0.010 |
Bid9/13/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
-5.88% |
0.160 Bid Size: 10,000 |
- Ask Size: - |
Neoen SA |
38.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
SU6G1H |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Neoen SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
1/2/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
21.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.15 |
Historic volatility: |
0.34 |
Parity: |
0.07 |
Time value: |
0.11 |
Break-even: |
39.80 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.66 |
Theta: |
-0.01 |
Omega: |
14.17 |
Rho: |
0.06 |
Quote data
Open: |
0.150 |
High: |
0.170 |
Low: |
0.150 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.67% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+23.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.150 |
1M High / 1M Low: |
0.180 |
0.150 |
6M High / 6M Low: |
0.370 |
0.049 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.164 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.163 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.161 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.34% |
Volatility 6M: |
|
175.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |