Soc. Generale Put 60 ERIC/B 20.06.2024
/ DE000SV7PJ24
Soc. Generale Put 60 ERIC/B 20.06.../ DE000SV7PJ24 /
| 2024-05-03 9:38:41 AM |
Chg.-0.050 |
Bid3:07:23 PM |
Ask3:07:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-11.11% |
0.390
Bid Size: 50,000 |
0.400
Ask Size: 50,000 |
Ericsson, Telefonab.... |
60.00 SEK |
2024-06-20 |
Put |
Master data
| WKN: |
SV7PJ2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ericsson, Telefonab. L M ser. B |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 SEK |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-06-19 |
| Last trading day: |
2024-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
0.37 |
| Time value: |
0.06 |
| Break-even: |
4.72 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
-0.72 |
| Theta: |
0.00 |
| Omega: |
-7.97 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-37.50% |
| YTD |
|
|
-11.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.380 |
| 1M High / 1M Low: |
0.640 |
0.330 |
| 6M High / 6M Low: |
1.040 |
0.330 |
| High (YTD): |
2024-02-14 |
0.730 |
| Low (YTD): |
2024-04-24 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.478 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.614 |
| Avg. volume 6M: |
|
130.645 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.17% |
| Volatility 6M: |
|
147.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
