Soc. Generale Put 7 PBB 20.09.2024
/ DE000SW1ZMG8
Soc. Generale Put 7 PBB 20.09.202.../ DE000SW1ZMG8 /
| 2024-05-17 6:09:16 PM |
Chg.+0.02 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
+1.06% |
-
Bid Size: - |
-
Ask Size: - |
DT.PFANDBRIEFBK AG |
7.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW1ZMG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DT.PFANDBRIEFBK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.41 |
| Parity: |
1.28 |
| Time value: |
0.63 |
| Break-even: |
5.10 |
| Moneyness: |
1.22 |
| Premium: |
0.11 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.56 |
| Theta: |
0.00 |
| Omega: |
-1.67 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.88 |
| High: |
1.92 |
| Low: |
1.85 |
| Previous Close: |
1.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
-41.18% |
| 3 Months |
|
|
-49.74% |
| YTD |
|
|
+15.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.30 |
1.88 |
| 1M High / 1M Low: |
3.25 |
1.88 |
| 6M High / 6M Low: |
4.26 |
1.46 |
| High (YTD): |
2024-03-05 |
4.26 |
| Low (YTD): |
2024-01-09 |
1.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.63 |
| Avg. volume 6M: |
|
32.26 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.88% |
| Volatility 6M: |
|
71.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
