Soc. Generale Put 15 REP 21.06.2024
/ DE000SW2VN07
Soc. Generale Put 15 REP 21.06.20.../ DE000SW2VN07 /
| 2024-05-03 10:14:50 AM |
Chg.+0.010 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+1.18% |
-
Bid Size: - |
-
Ask Size: - |
REPSOL S.A. INH. ... |
15.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
SW2VN0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-30 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-16.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
0.60 |
| Time value: |
0.27 |
| Break-even: |
14.13 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.16% |
| Delta: |
-0.62 |
| Theta: |
0.00 |
| Omega: |
-10.33 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.51% |
| 1 Month |
|
|
+145.71% |
| 3 Months |
|
|
-48.50% |
| YTD |
|
|
-57.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.600 |
| 1M High / 1M Low: |
0.850 |
0.290 |
| 6M High / 6M Low: |
2.250 |
0.290 |
| High (YTD): |
2024-01-11 |
2.140 |
| Low (YTD): |
2024-04-09 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.683 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.371 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.67% |
| Volatility 6M: |
|
181.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
