Soc. Generale Put 2.2 BARC 20.09.2024
/ DE000SW94L30
Soc. Generale Put 2.2 BARC 20.09..../ DE000SW94L30 /
| 2024-06-07 3:26:34 PM |
Chg.+0.010 |
Bid3:37:32 PM |
Ask3:37:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+5.26% |
0.190
Bid Size: 125,000 |
0.210
Ask Size: 125,000 |
Barclays PLC ORD 25P |
2.20 GBP |
2024-09-20 |
Put |
Master data
| WKN: |
SW94L3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barclays PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2.20 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.29 |
| Parity: |
0.06 |
| Time value: |
0.15 |
| Break-even: |
2.37 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
10.53% |
| Delta: |
-0.48 |
| Theta: |
0.00 |
| Omega: |
-5.83 |
| Rho: |
0.00 |
Quote data
| Open: |
0.190 |
| High: |
0.210 |
| Low: |
0.190 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.180 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
