Soc. Generale Put 2 BARC 20.12.2024
/ DE000SW8WM35
Soc. Generale Put 2 BARC 20.12.20.../ DE000SW8WM35 /
2024-06-07 9:40:57 PM |
Chg.+0.010 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
+6.67% |
0.160 Bid Size: 10,000 |
0.180 Ask Size: 10,000 |
Barclays PLC ORD 25P |
2.00 GBP |
2024-12-20 |
Put |
Master data
WKN: |
SW8WM3 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Barclays PLC ORD 25P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
2.00 GBP |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-11 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.29 |
Parity: |
-0.18 |
Time value: |
0.17 |
Break-even: |
2.18 |
Moneyness: |
0.93 |
Premium: |
0.14 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.02 |
Spread %: |
13.33% |
Delta: |
-0.32 |
Theta: |
0.00 |
Omega: |
-4.72 |
Rho: |
-0.01 |
Quote data
Open: |
0.150 |
High: |
0.160 |
Low: |
0.150 |
Previous Close: |
0.150 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
-11.11% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.140 |
1M High / 1M Low: |
0.180 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.156 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.161 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |