Soc. Generale Call 22 NTGY 21.06.2024
/ DE000SW7QGG6
Soc. Generale Call 22 NTGY 21.06..../ DE000SW7QGG6 /
| 2024-05-24 8:41:22 AM |
Chg.-0.050 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-7.58% |
-
Bid Size: - |
-
Ask Size: - |
NATURGY NATURGY ENER... |
22.00 EUR |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-06-21 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.19 |
| Parity: |
0.51 |
| Time value: |
0.10 |
| Break-even: |
25.05 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
6.41 |
| Rho: |
0.01 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.15% |
| 1 Month |
|
|
+29.79% |
| 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: |
|
0.588 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
