Soc. Generale Put 2600 S&P 500 Index 21.06.2024
/ DE000SQ0F0W1
Soc. Generale Put 2600 S&P 500 In.../ DE000SQ0F0W1 /
| 2024-05-03 9:31:50 AM |
Chg.0.000 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
- |
2,600.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
SQ0F0W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2,600.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-1,768.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.11 |
| Parity: |
-25.28 |
| Time value: |
0.03 |
| Break-even: |
2,597.10 |
| Moneyness: |
0.51 |
| Premium: |
0.49 |
| Premium p.a.: |
20.12 |
| Spread abs.: |
0.02 |
| Spread %: |
222.22% |
| Delta: |
-0.01 |
| Theta: |
-0.24 |
| Omega: |
-10.00 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.009 |
| High: |
0.009 |
| Low: |
0.009 |
| Previous Close: |
0.009 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-30.77% |
| 3 Months |
|
|
-71.88% |
| YTD |
|
|
-82.69% |
| 1 Year |
|
|
-97.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.009 |
0.004 |
| 1M High / 1M Low: |
0.018 |
0.004 |
| 6M High / 6M Low: |
0.120 |
0.004 |
| High (YTD): |
2024-01-03 |
0.055 |
| Low (YTD): |
2024-04-29 |
0.004 |
| 52W High: |
2023-05-11 |
0.380 |
| 52W Low: |
2024-04-29 |
0.004 |
| Avg. price 1W: |
|
0.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.011 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.041 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.124 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
562.67% |
| Volatility 6M: |
|
238.33% |
| Volatility 1Y: |
|
182.83% |
| Volatility 3Y: |
|
- |
