Soc. Generale Put 450 AVS 20.09.2024
/ DE000SW7TLY3
Soc. Generale Put 450 AVS 20.09.2.../ DE000SW7TLY3 /
| 2024-05-13 9:22:20 AM |
Chg.-0.030 |
Bid10:15:43 AM |
Ask10:15:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-15.00% |
0.180
Bid Size: 35,000 |
0.190
Ask Size: 35,000 |
ASM INTL N.V. E... |
450.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW7TLY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2024-09-20 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-65.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.38 |
| Parity: |
-3.44 |
| Time value: |
0.19 |
| Break-even: |
440.50 |
| Moneyness: |
0.72 |
| Premium: |
0.29 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
-0.10 |
| Theta: |
-0.11 |
| Omega: |
-6.38 |
| Rho: |
-0.25 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.17% |
| 1 Month |
|
|
-43.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.190 |
| 1M High / 1M Low: |
0.590 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.319 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
