Soc. Generale Put 1000 CABJF 21.06.2024
/ DE000SV9B4U2
Soc. Generale Put 1000 CABJF 21.0.../ DE000SV9B4U2 /
| 2024-05-22 9:49:13 PM |
Chg.+0.180 |
Bid9:51:10 PM |
Ask9:51:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+39.13% |
0.630
Bid Size: 4,800 |
0.690
Ask Size: 4,800 |
Carlsburg As |
1,000.00 DKK |
2024-06-21 |
Put |
Master data
| WKN: |
SV9B4U |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Carlsburg As |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,000.00 DKK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
0.19 |
| Time value: |
0.30 |
| Break-even: |
129.12 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
-0.54 |
| Theta: |
-0.06 |
| Omega: |
-14.57 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.450 |
| High: |
0.690 |
| Low: |
0.450 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.84% |
| 1 Month |
|
|
-36.63% |
| 3 Months |
|
|
-42.34% |
| YTD |
|
|
-72.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.390 |
| 1M High / 1M Low: |
1.120 |
0.390 |
| 6M High / 6M Low: |
2.630 |
0.390 |
| High (YTD): |
2024-01-02 |
2.380 |
| Low (YTD): |
2024-05-20 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.752 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.525 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.79% |
| Volatility 6M: |
|
127.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
