Soc. Generale Put 2 BARC 20.09.2024
/ DE000SW8WM27
Soc. Generale Put 2 BARC 20.09.20.../ DE000SW8WM27 /
| 03/06/2024 09:51:21 |
Chg.-0.015 |
Bid16:55:04 |
Ask16:55:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.081EUR |
-15.63% |
0.090
Bid Size: 200,000 |
0.110
Ask Size: 200,000 |
Barclays PLC ORD 25P |
2.00 GBP |
20/09/2024 |
Put |
Master data
| WKN: |
SW8WM2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barclays PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2.00 GBP |
| Maturity: |
20/09/2024 |
| Issue date: |
11/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
-0.23 |
| Time value: |
0.11 |
| Break-even: |
2.24 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.02 |
| Spread %: |
27.91% |
| Delta: |
-0.28 |
| Theta: |
0.00 |
| Omega: |
-6.55 |
| Rho: |
0.00 |
Quote data
| Open: |
0.081 |
| High: |
0.081 |
| Low: |
0.081 |
| Previous Close: |
0.096 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.00% |
| 1 Month |
|
|
-52.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.094 |
| 1M High / 1M Low: |
0.170 |
0.094 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.097 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
