Soc. Generale Put 30 NESTE 21.06.2024
/ DE000SW365N3
Soc. Generale Put 30 NESTE 21.06..../ DE000SW365N3 /
| 2024-06-07 9:53:48 AM |
Chg.-0.03 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
-1.34% |
-
Bid Size: - |
-
Ask Size: - |
Neste Corporation |
30.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
SW365N |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neste Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-06-21 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-1.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
2.21 |
| Implied volatility: |
1.16 |
| Historic volatility: |
0.38 |
| Parity: |
2.21 |
| Time value: |
0.00 |
| Break-even: |
18.95 |
| Moneyness: |
1.58 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.45% |
| Delta: |
-0.98 |
| Theta: |
-0.01 |
| Omega: |
-1.67 |
| Rho: |
-0.01 |
Quote data
| Open: |
2.21 |
| High: |
2.21 |
| Low: |
2.21 |
| Previous Close: |
2.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.76% |
| 1 Month |
|
|
+39.87% |
| 3 Months |
|
|
+102.75% |
| YTD |
|
|
+413.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.24 |
2.10 |
| 1M High / 1M Low: |
2.24 |
1.47 |
| 6M High / 6M Low: |
2.24 |
0.28 |
| High (YTD): |
2024-06-06 |
2.24 |
| Low (YTD): |
2024-01-29 |
0.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.79% |
| Volatility 6M: |
|
182.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
