Soc. Generale Call 74 NEE 20.09.2024
/ DE000SW8KSS7
Soc. Generale Call 74 NEE 20.09.2.../ DE000SW8KSS7 /
| 09/08/2024 21:36:59 |
Chg.-0.020 |
Bid21:58:03 |
Ask21:58:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-3.85% |
0.480
Bid Size: 7,000 |
0.490
Ask Size: 7,000 |
NextEra Energy Inc |
74.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SW8KSS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
04/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
0.32 |
| Time value: |
0.16 |
| Break-even: |
72.59 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
10.48 |
| Rho: |
0.05 |
Quote data
| Open: |
0.460 |
| High: |
0.500 |
| Low: |
0.430 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.35% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+8.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.500 |
| 1M High / 1M Low: |
0.620 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
423.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
