Soc. Generale Put 15 SZU 20.09.2024
/ DE000SW1ZDX2
Soc. Generale Put 15 SZU 20.09.20.../ DE000SW1ZDX2 /
| 2024-05-28 11:05:44 AM |
Chg.+0.01 |
Bid8:46:33 PM |
Ask8:46:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.89EUR |
+0.53% |
2.00
Bid Size: 1,500 |
2.08
Ask Size: 1,500 |
SUEDZUCKER AG O.N. |
15.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW1ZDX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SUEDZUCKER AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.21 |
| Parity: |
1.15 |
| Time value: |
0.78 |
| Break-even: |
13.07 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
2.12% |
| Delta: |
-0.56 |
| Theta: |
0.00 |
| Omega: |
-4.03 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.88 |
| High: |
1.89 |
| Low: |
1.88 |
| Previous Close: |
1.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.00% |
| 1 Month |
|
|
-26.74% |
| 3 Months |
|
|
-25.30% |
| YTD |
|
|
+2.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.75 |
| 1M High / 1M Low: |
2.47 |
1.73 |
| 6M High / 6M Low: |
3.02 |
1.67 |
| High (YTD): |
2024-03-19 |
3.02 |
| Low (YTD): |
2024-01-04 |
1.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.36% |
| Volatility 6M: |
|
81.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
