Soc. Generale Call 40 NEOEN 20.12.2024
/ DE000SU6G1J1
Soc. Generale Call 40 NEOEN 20.12.../ DE000SU6G1J1 /
| 13/09/2024 16:37:10 |
Chg.0.000 |
Bid13/09/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
0.00% |
0.056
Bid Size: 35,000 |
-
Ask Size: - |
Neoen SA |
40.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SU6G1J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neoen SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
63.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.34 |
| Parity: |
-0.13 |
| Time value: |
0.06 |
| Break-even: |
40.61 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
23.62 |
| Rho: |
0.04 |
Quote data
| Open: |
0.048 |
| High: |
0.058 |
| Low: |
0.048 |
| Previous Close: |
0.056 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.80% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.059 |
0.051 |
| 1M High / 1M Low: |
0.065 |
0.049 |
| 6M High / 6M Low: |
0.320 |
0.033 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.055 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.095 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.38% |
| Volatility 6M: |
|
220.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
