Soc. Generale Call 72 NEE 16.08.2024
/ DE000SY18LB4
Soc. Generale Call 72 NEE 16.08.2.../ DE000SY18LB4 /
| 12/07/2024 21:42:35 |
Chg.+0.080 |
Bid21:59:15 |
Ask21:59:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+18.18% |
0.500
Bid Size: 6,000 |
0.510
Ask Size: 6,000 |
NextEra Energy Inc |
72.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
SY18LB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
25/06/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
0.37 |
| Time value: |
0.14 |
| Break-even: |
71.12 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.73 |
| Theta: |
-0.04 |
| Omega: |
10.00 |
| Rho: |
0.04 |
Quote data
| Open: |
0.390 |
| High: |
0.550 |
| Low: |
0.380 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+85.71% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.280 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
