Soc. Generale Put 15 AOMD 20.12.2024
/ DE000SW9LES3
Soc. Generale Put 15 AOMD 20.12.2.../ DE000SW9LES3 /
| 2024-05-07 10:12:46 AM |
Chg.+0.060 |
Bid10:52:53 AM |
Ask10:52:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.070EUR |
+2.99% |
2.080
Bid Size: 15,000 |
2.100
Ask Size: 15,000 |
ALSTOM S.A. INH. ... |
15.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SW9LES |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ALSTOM S.A. INH. EO 7 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.54 |
| Parity: |
-0.60 |
| Time value: |
2.05 |
| Break-even: |
12.95 |
| Moneyness: |
0.96 |
| Premium: |
0.17 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
0.99% |
| Delta: |
-0.36 |
| Theta: |
0.00 |
| Omega: |
-2.74 |
| Rho: |
-0.05 |
Quote data
| Open: |
2.070 |
| High: |
2.070 |
| Low: |
2.070 |
| Previous Close: |
2.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.340 |
2.010 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.123 |
| 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: |
|
- |
