Soc. Generale Call 38 NEOEN 20.12.2024
/ DE000SU6G1H5
Soc. Generale Call 38 NEOEN 20.12.../ DE000SU6G1H5 /
| 11/10/2024 15:03:27 |
Chg.- |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Neoen SA |
38.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
SU6G1H |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neoen SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
14/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.32 |
| Parity: |
0.12 |
| Time value: |
0.06 |
| Break-even: |
39.80 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
16.14 |
| Rho: |
0.05 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.88% |
| 3 Months |
|
|
-5.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.180 |
| 1M High / 1M Low: |
0.190 |
0.150 |
| 6M High / 6M Low: |
0.620 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.185 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.22% |
| Volatility 6M: |
|
205.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
