Soc. Generale Call 78 NEE 20.09.2024
/ DE000SW8KSU3
Soc. Generale Call 78 NEE 20.09.2.../ DE000SW8KSU3 /
| 9/5/2024 8:48:52 AM |
Chg.+0.060 |
Bid10:18:49 AM |
Ask10:18:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+23.08% |
0.350
Bid Size: 8,600 |
0.420
Ask Size: 8,600 |
NextEra Energy Inc |
78.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW8KSU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/4/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
0.28 |
| Time value: |
0.11 |
| Break-even: |
74.30 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
0.72 |
| Theta: |
-0.07 |
| Omega: |
13.43 |
| Rho: |
0.02 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.13% |
| 1 Month |
|
|
+18.52% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.230 |
| 1M High / 1M Low: |
0.310 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
