Soc. Generale Put 14 VALE 20.09.2024
/ DE000SW3YC48
Soc. Generale Put 14 VALE 20.09.2.../ DE000SW3YC48 /
| 2024-05-31 9:37:06 AM |
Chg.+0.03 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.04EUR |
+1.49% |
-
Bid Size: - |
-
Ask Size: - |
Vale SA |
14.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SW3YC4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 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: |
-5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
1.74 |
| Time value: |
0.33 |
| Break-even: |
10.86 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.68 |
| Theta: |
0.00 |
| Omega: |
-3.67 |
| Rho: |
-0.03 |
Quote data
| Open: |
2.04 |
| High: |
2.04 |
| Low: |
2.04 |
| Previous Close: |
2.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.39% |
| 1 Month |
|
|
+15.25% |
| 3 Months |
|
|
+15.25% |
| YTD |
|
|
+90.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.59 |
| 1M High / 1M Low: |
2.01 |
1.37 |
| 6M High / 6M Low: |
2.47 |
1.04 |
| High (YTD): |
2024-04-17 |
2.47 |
| Low (YTD): |
2024-01-03 |
1.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.45% |
| Volatility 6M: |
|
109.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
