Soc. Generale Put 22 LDO 19.09.2024
/ DE000SW7UZ25
Soc. Generale Put 22 LDO 19.09.20.../ DE000SW7UZ25 /
| 2024-05-31 9:47:01 PM |
Chg.-0.020 |
Bid2024-05-31 |
Ask2024-05-31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-18.18% |
0.090
Bid Size: 30,000 |
0.100
Ask Size: 30,000 |
LEONARDO |
22.00 EUR |
2024-09-19 |
Put |
Master data
| WKN: |
SW7UZ2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 EUR |
| Maturity: |
2024-09-19 |
| Issue date: |
2024-03-18 |
| Last trading day: |
2024-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-23.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
-0.16 |
| Time value: |
0.10 |
| Break-even: |
21.00 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
-0.31 |
| Theta: |
-0.01 |
| Omega: |
-7.20 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.090 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-57.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.090 |
| 1M High / 1M Low: |
0.210 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.101 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.138 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
