Soc. Generale Call 72 NEE 19.07.2024
/ DE000SY02Y83
Soc. Generale Call 72 NEE 19.07.2.../ DE000SY02Y83 /
| 7/12/2024 9:40:25 PM |
Chg.+0.110 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+35.48% |
0.390
Bid Size: 7,700 |
0.400
Ask Size: 7,700 |
NextEra Energy Inc |
72.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
SY02Y8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
5/30/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.26 |
| Parity: |
0.37 |
| Time value: |
0.03 |
| Break-even: |
70.02 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.85 |
| Theta: |
-0.08 |
| Omega: |
14.84 |
| Rho: |
0.01 |
Quote data
| Open: |
0.250 |
| High: |
0.440 |
| Low: |
0.250 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+180.00% |
| 1 Month |
|
|
+44.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.130 |
| 1M High / 1M Low: |
0.420 |
0.074 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
821.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
