Soc. Generale Put 4 RR/ 21.06.2024
/ DE000SW7HUB7
Soc. Generale Put 4 RR/ 21.06.202.../ DE000SW7HUB7 /
| 2024-04-30 9:36:50 PM |
Chg.0.000 |
Bid2024-04-30 |
Ask2024-04-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
0.00% |
0.210
Bid Size: 10,000 |
0.240
Ask Size: 10,000 |
Rolls-Royce Holdings... |
4.00 GBP |
2024-06-21 |
Put |
Master data
| WKN: |
SW7HUB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.00 GBP |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.43 |
| Parity: |
-0.12 |
| Time value: |
0.23 |
| Break-even: |
4.46 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.02 |
| Spread %: |
9.52% |
| Delta: |
-0.39 |
| Theta: |
0.00 |
| Omega: |
-8.23 |
| Rho: |
0.00 |
Quote data
| Open: |
0.200 |
| High: |
0.220 |
| Low: |
0.200 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
-4.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.200 |
| 1M High / 1M Low: |
0.320 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.258 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
