Soc. Generale Call 24 NESTE 21.06.2024
/ DE000SW75195
Soc. Generale Call 24 NESTE 21.06.../ DE000SW75195 /
2024-05-28 10:06:51 AM |
Chg.-0.002 |
Bid3:04:43 PM |
Ask3:04:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.007EUR |
-22.22% |
0.010 Bid Size: 50,000 |
0.020 Ask Size: 50,000 |
Neste Corporation |
24.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SW7519 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Neste Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
24.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-03-25 |
Last trading day: |
2024-06-21 |
Ratio: |
5:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
201.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.39 |
Parity: |
-0.77 |
Time value: |
0.02 |
Break-even: |
24.10 |
Moneyness: |
0.84 |
Premium: |
0.20 |
Premium p.a.: |
14.22 |
Spread abs.: |
0.01 |
Spread %: |
185.71% |
Delta: |
0.09 |
Theta: |
-0.01 |
Omega: |
18.33 |
Rho: |
0.00 |
Quote data
Open: |
0.007 |
High: |
0.007 |
Low: |
0.007 |
Previous Close: |
0.009 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-46.15% |
1 Month |
|
|
-96.32% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.016 |
0.009 |
1M High / 1M Low: |
0.130 |
0.009 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.012 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.060 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
510.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |