Soc. Generale Put 10 AOMD 20.09.2024
/ DE000SW9LEP9
Soc. Generale Put 10 AOMD 20.09.2.../ DE000SW9LEP9 /
| 2024-05-15 9:58:47 AM |
Chg.- |
Bid8:01:54 AM |
Ask8:01:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
- |
0.250
Bid Size: 10,000 |
0.290
Ask Size: 10,000 |
ALSTOM S.A. INH. ... |
10.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW9LEP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-62.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.54 |
| Parity: |
-7.99 |
| Time value: |
0.29 |
| Break-even: |
9.71 |
| Moneyness: |
0.56 |
| Premium: |
0.46 |
| Premium p.a.: |
1.97 |
| Spread abs.: |
0.02 |
| Spread %: |
7.41% |
| Delta: |
-0.06 |
| Theta: |
0.00 |
| Omega: |
-4.02 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.260 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
