Soc. Generale Put 12 VALE 20.09.2024
/ DE000SW3YC30
Soc. Generale Put 12 VALE 20.09.2.../ DE000SW3YC30 /
| 2024-06-05 10:24:37 AM |
Chg.+0.150 |
Bid12:05:51 PM |
Ask12:05:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+19.23% |
0.910
Bid Size: 3,300 |
-
Ask Size: - |
Vale SA |
12.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SW3YC3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
0.42 |
| Time value: |
0.58 |
| Break-even: |
10.03 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.52 |
| Theta: |
0.00 |
| Omega: |
-5.50 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.900 |
| High: |
0.930 |
| Low: |
0.900 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.91% |
| 1 Month |
|
|
+43.08% |
| 3 Months |
|
|
+19.23% |
| YTD |
|
|
+66.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.660 |
| 1M High / 1M Low: |
0.780 |
0.430 |
| 6M High / 6M Low: |
1.110 |
0.430 |
| High (YTD): |
2024-04-17 |
1.110 |
| Low (YTD): |
2024-05-20 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.573 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.776 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.21% |
| Volatility 6M: |
|
134.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
