CALL/ENDESA/18.5/0.5/20.12.24 | Market Closed - BME 16:30:00 30/05/2024 BST | ||
| 0.5 EUR | +6.38% |
|
| Current month | +38.89% | ||
| 1 month | +38.89% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
ENDESA, S.A.
| Date | Price | Change |
|---|---|---|
| 30/05/24 | 0.5 | +6.38% |
| 29/05/24 | 0.47 | -14.55% |
| 28/05/24 | 0.55 | -1.79% |
| 27/05/24 | 0.56 | +9.80% |
| 24/05/24 | 0.51 | -1.92% |
Delayed Quote BME
Last update May 30, 2024 at 04:30 pm
More quotesStatic data
| Product type | Warrants |
|---|---|
| Buy / Sell | CALL |
| Underlying | ENDESA, S.A. |
| Issuer | 
Société Générale
|
| J9874 | |
| ISIN | DE000SQ6DTS2 |
| Date issued | 15/12/2022 |
| Strike | 18.5 € |
| Maturity | 20/12/2024 (204 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 | 0.47x |
| Omega | 8.611 |
| Premium | 7.5x |
| Gearing | 18.31x |
| Moneyness | 0.9800 |
| Difference Strike | 0.37 € |
| Difference Strike % | +2.00% |
| Spread | 0.01 € |
| Spread % | 2.00% |
| Theoretical value | 0.4950 |
| Implied Volatility | 21.94 % |
| Total Loss Probability | 58.39 % |
| Intrinsic value | 0.000000 |
| Present value | 0.4950 |
| Break even | 19.49 € |
| 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
18.02
EUR
Average target price
20.74
EUR
Spread / Average Target
+15.11%
- Stock Market
- Warrants
- J9874 Warrant
