Soc. Generale Put 30 NESTE 21.06.2024
/ DE000SW365N3
Soc. Generale Put 30 NESTE 21.06..../ DE000SW365N3 /
| 2024-05-14 9:45:45 AM |
Chg.+0.04 |
Bid12:04:25 PM |
Ask12:04:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
+2.72% |
1.53
Bid Size: 20,000 |
1.55
Ask Size: 20,000 |
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: |
-3.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.36 |
| Parity: |
1.50 |
| Time value: |
-0.01 |
| Break-even: |
22.55 |
| Moneyness: |
1.33 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
1.36% |
| Delta: |
-0.94 |
| Theta: |
0.00 |
| Omega: |
-2.85 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+125.37% |
| 3 Months |
|
|
+93.59% |
| YTD |
|
|
+251.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.47 |
| 1M High / 1M Low: |
1.70 |
0.69 |
| 6M High / 6M Low: |
1.70 |
0.28 |
| High (YTD): |
2024-05-02 |
1.70 |
| Low (YTD): |
2024-01-29 |
0.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.81% |
| Volatility 6M: |
|
180.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
