Soc. Generale Put 4.5 CABK 21.06.2024
/ DE000SW7Z294
Soc. Generale Put 4.5 CABK 21.06..../ DE000SW7Z294 /
| 2024-05-15 8:51:59 AM |
Chg.-0.003 |
Bid3:24:26 PM |
Ask3:24:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.097EUR |
-3.00% |
0.100
Bid Size: 90,000 |
0.110
Ask Size: 90,000 |
CAIXABANK CAIXABANK,... |
4.50 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
SW7Z29 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CAIXABANK CAIXABANK, S.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-45.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.22 |
| Parity: |
-0.46 |
| Time value: |
0.11 |
| Break-even: |
4.39 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
1.91 |
| Spread abs.: |
0.01 |
| Spread %: |
12.24% |
| Delta: |
-0.23 |
| Theta: |
0.00 |
| Omega: |
-10.42 |
| Rho: |
0.00 |
Quote data
| Open: |
0.097 |
| High: |
0.097 |
| Low: |
0.097 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.17% |
| 1 Month |
|
|
-53.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.100 |
| 1M High / 1M Low: |
0.220 |
0.087 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
