Soc. Generale Call 74 NEE 16.08.2024
/ DE000SY18LC2
Soc. Generale Call 74 NEE 16.08.2.../ DE000SY18LC2 /
| 09/08/2024 21:39:14 |
Chg.-0.020 |
Bid21:58:03 |
Ask21:58:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-5.00% |
0.360
Bid Size: 8,400 |
0.370
Ask Size: 8,400 |
NextEra Energy Inc |
74.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
SY18LC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 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: |
19.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
0.32 |
| Time value: |
0.04 |
| Break-even: |
71.39 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.82 |
| Theta: |
-0.09 |
| Omega: |
16.07 |
| Rho: |
0.01 |
Quote data
| Open: |
0.330 |
| High: |
0.400 |
| Low: |
0.290 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.92% |
| 1 Month |
|
|
+18.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.370 |
| 1M High / 1M Low: |
0.520 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.285 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
534.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
