Soc. Generale Put 100 SQU 20.09.2024
/ DE000SW1ZF61
Soc. Generale Put 100 SQU 20.09.2.../ DE000SW1ZF61 /
| 2024-05-03 9:35:58 PM |
Chg.-0.010 |
Bid2024-05-03 |
Ask2024-05-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-5.00% |
0.190
Bid Size: 10,000 |
0.200
Ask Size: 10,000 |
VINCI S.A. INH. EO... |
100.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW1ZF6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-55.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.14 |
| Parity: |
-1.09 |
| Time value: |
0.20 |
| Break-even: |
98.00 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
-0.20 |
| Theta: |
-0.01 |
| Omega: |
-10.96 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.190 |
| High: |
0.200 |
| Low: |
0.180 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-20.83% |
| 3 Months |
|
|
-24.00% |
| YTD |
|
|
-48.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.190 |
| 1M High / 1M Low: |
0.290 |
0.190 |
| 6M High / 6M Low: |
0.710 |
0.160 |
| High (YTD): |
2024-01-03 |
0.390 |
| Low (YTD): |
2024-03-27 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.195 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.232 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.311 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.15% |
| Volatility 6M: |
|
106.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
