Soc. Generale Put 0.6 VOD 20.09.2024
/ DE000SW13SD0
Soc. Generale Put 0.6 VOD 20.09.2.../ DE000SW13SD0 /
2024-05-16 9:51:16 PM |
Chg.-0.014 |
Bid9:58:57 PM |
Ask9:58:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.046EUR |
-23.33% |
0.047 Bid Size: 10,000 |
0.250 Ask Size: 10,000 |
Vodafone Group PLC O... |
0.60 GBP |
2024-09-20 |
Put |
Master data
WKN: |
SW13SD |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Vodafone Group PLC ORD USD0.20 20/21 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.60 GBP |
Maturity: |
2024-09-20 |
Issue date: |
2023-08-10 |
Last trading day: |
2024-09-19 |
Ratio: |
1:10 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-33.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.27 |
Parity: |
-1.81 |
Time value: |
0.26 |
Break-even: |
0.67 |
Moneyness: |
0.79 |
Premium: |
0.23 |
Premium p.a.: |
0.83 |
Spread abs.: |
0.20 |
Spread %: |
333.33% |
Delta: |
-0.16 |
Theta: |
0.00 |
Omega: |
-5.58 |
Rho: |
0.00 |
Quote data
Open: |
0.056 |
High: |
0.056 |
Low: |
0.039 |
Previous Close: |
0.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-83.57% |
1 Month |
|
|
-88.21% |
3 Months |
|
|
-90.42% |
YTD |
|
|
-89.55% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.060 |
1M High / 1M Low: |
0.390 |
0.060 |
6M High / 6M Low: |
0.580 |
0.060 |
High (YTD): |
2024-02-08 |
0.520 |
Low (YTD): |
2024-05-15 |
0.060 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.178 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.270 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.382 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
267.93% |
Volatility 6M: |
|
192.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |