Soc. Generale Put 20 DTE 21.03.2025
/ DE000SV9T8Z2
Soc. Generale Put 20 DTE 21.03.20.../ DE000SV9T8Z2 /
| 2024-05-14 9:45:40 PM |
Chg.-0.030 |
Bid8:23:33 AM |
Ask8:23:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-5.66% |
0.480
Bid Size: 10,000 |
0.500
Ask Size: 10,000 |
DT.TELEKOM AG NA |
20.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
SV9T8Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-40.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-2.01 |
| Time value: |
0.55 |
| Break-even: |
19.45 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
-0.22 |
| Theta: |
0.00 |
| Omega: |
-8.63 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.520 |
| High: |
0.530 |
| Low: |
0.500 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.63% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
-41.18% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.500 |
| 1M High / 1M Low: |
0.920 |
0.500 |
| 6M High / 6M Low: |
1.190 |
0.500 |
| High (YTD): |
2024-04-16 |
0.920 |
| Low (YTD): |
2024-05-14 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.677 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.814 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.41% |
| Volatility 6M: |
|
90.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
