Soc. Generale Put 10.5 BOY 20.12.2024
/ DE000SW9FXH8
Soc. Generale Put 10.5 BOY 20.12..../ DE000SW9FXH8 /
| 2024-06-03 8:41:39 AM |
Chg.0.000 |
Bid12:36:00 PM |
Ask12:36:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
0.00% |
0.560
Bid Size: 60,000 |
0.570
Ask Size: 60,000 |
BCO BIL.VIZ.ARG.NOM.... |
10.50 - |
2024-12-20 |
Put |
Master data
| WKN: |
SW9FXH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.50 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-12-20 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-9.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.28 |
| Time value: |
0.26 |
| Break-even: |
9.42 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
-0.52 |
| Theta: |
0.00 |
| Omega: |
-4.76 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-16.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.560 |
| 1M High / 1M Low: |
0.670 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.574 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.582 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
