Soc. Generale Put 100 ALV 20.09.2024
/ DE000SW8TJW9
Soc. Generale Put 100 ALV 20.09.2.../ DE000SW8TJW9 /
| 03/06/2024 09:00:57 |
Chg.-0.040 |
Bid16:27:12 |
Ask16:27:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-26.67% |
0.140
Bid Size: 15,000 |
0.150
Ask Size: 15,000 |
Autoliv Inc |
100.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
SW8TJW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Autoliv Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-78.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
-2.54 |
| Time value: |
0.15 |
| Break-even: |
90.64 |
| Moneyness: |
0.78 |
| Premium: |
0.23 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
-0.11 |
| Theta: |
-0.02 |
| Omega: |
-8.38 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-45.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.100 |
| 1M High / 1M Low: |
0.200 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
