CALL/ENDESA/18.5/0.5/20.12.24 | Market Closed - BME 11:30:00 2024-05-17 EDT | ||
| 0.53 EUR | 0.00% |
|
| Current month | +47.22% | ||
| 1 month | +29.27% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
ENDESA, S.A.
| Date | Price | Change |
|---|---|---|
| 24-05-17 | 0.53 | 0.00% |
| 24-05-16 | 0.53 | 0.00% |
| 24-05-15 | 0.53 | +10.42% |
| 24-05-14 | 0.48 | +4.35% |
| 24-05-13 | 0.46 | -6.12% |
Delayed Quote BME
Last update May 17, 2024 at 11:30 am
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | ENDESA, S.A. |
| Issuer | 
Société Générale
|
| J9874 | |
| ISIN | DE000SQ6DTS2 |
| Date issued | 2022-12-14 |
| Strike | 18.5 € |
| Maturity | 2024-12-20 (215 Days) |
| Parity | 2 : 1 |
| Emission price | 0.98 € |
| Emission volume | N/A |
| Settlement | Por diferencias |
| Currency | EUR |
Technical Indicators
| Highest since issue | 1.64 € |
|---|---|
| Lowest since issue | 0.22 € |
| Delta | 0.49x |
| Omega | 8.466 |
| Premium | 7.21x |
| Gearing | 17.37x |
| Moneyness | 0.9857 |
| Difference Strike | 0.265 € |
| Difference Strike % | +1.43% |
| Spread | 0.01 € |
| Spread % | 1.89% |
| Theoretical value | 0.5250 |
| Implied Volatility | 21.23 % |
| Total Loss Probability | 56.65 % |
| Intrinsic value | 0.000000 |
| Present value | 0.5250 |
| Break even | 19.55 € |
| Theta | -0.02x |
| Vega | 0.03x |
| Rho | 0.02x |
Company Profile
Endesa, S.A. is one of Spain's leading electricity producers and distributors. The group's activity is organized around 3 areas:
- production and sales of electricity: 60.3 TWh produced in 2023 and 77.7 TWh sold to 10.5 million customers;
- electricity transmission: owning, at the end of 2023, a network of 319,136 km of electric lines;
- distribution of gas (No. 3 in Spain): 64.9 TWh of gas sold to 1.8 million customers.
Net sales are distributed as follows: Spain (82.1%), France (5%), Portugal (4.2%), Luxembourg (3.4%), Germany (2.1%) and other (3.2%).
Sector
-
Consensus: Endesa, S.A.
Sell
Buy
Mean consensus
OUTPERFORM
Number of Analysts
21
Last Close Price
18.24
EUR
Average target price
20.8
EUR
Spread / Average Target
+14.08%
- Stock Market
- Warrants
- J9874 Warrant