Soc. Generale Call 22 NTGY 21.06.2024
/ DE000SW7QGG6
Soc. Generale Call 22 NTGY 21.06..../ DE000SW7QGG6 /
5/27/2024 8:41:49 AM |
Chg.-0.020 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
-3.28% |
- Bid Size: - |
- Ask Size: - |
NATURGY NATURGY ENER... |
22.00 EUR |
6/21/2024 |
Call |
Master data
WKN: |
SW7QGG |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NATURGY NATURGY ENERGY GROUP, S.A. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.00 EUR |
Maturity: |
6/21/2024 |
Issue date: |
3/14/2024 |
Last trading day: |
6/21/2024 |
Ratio: |
5:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
8.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.51 |
Implied volatility: |
0.57 |
Historic volatility: |
0.19 |
Parity: |
0.51 |
Time value: |
0.10 |
Break-even: |
25.05 |
Moneyness: |
1.12 |
Premium: |
0.02 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.01 |
Spread %: |
1.67% |
Delta: |
0.80 |
Theta: |
-0.02 |
Omega: |
6.40 |
Rho: |
0.01 |
Quote data
Open: |
0.590 |
High: |
0.590 |
Low: |
0.590 |
Previous Close: |
0.610 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.49% |
1 Month |
|
|
+25.53% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.610 |
1M High / 1M Low: |
0.690 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.656 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.595 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.18% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |