Soc. Generale Put 20 NESTE 21.06.2024
/ DE000SW7BG05
Soc. Generale Put 20 NESTE 21.06..../ DE000SW7BG05 /
| 2024-05-13 10:11:38 AM |
Chg.- |
Bid9:33:51 AM |
Ask9:33:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
- |
0.056
Bid Size: 50,000 |
0.066
Ask Size: 50,000 |
Neste Corporation |
20.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
SW7BG0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neste Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-65.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.36 |
| Parity: |
-0.49 |
| Time value: |
0.07 |
| Break-even: |
19.66 |
| Moneyness: |
0.89 |
| Premium: |
0.12 |
| Premium p.a.: |
2.00 |
| Spread abs.: |
0.01 |
| Spread %: |
16.95% |
| Delta: |
-0.18 |
| Theta: |
-0.01 |
| Omega: |
-11.91 |
| Rho: |
0.00 |
Quote data
| Open: |
0.056 |
| High: |
0.056 |
| Low: |
0.056 |
| Previous Close: |
0.056 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
+75.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.056 |
| 1M High / 1M Low: |
0.110 |
0.036 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
360.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
