Soc. Generale Put 4.75 CABK 20.09.2024
/ DE000SW72SN5
Soc. Generale Put 4.75 CABK 20.09.../ DE000SW72SN5 /
| 2024-05-15 9:23:41 AM |
Chg.-0.020 |
Bid10:35:08 AM |
Ask10:35:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-5.88% |
0.330
Bid Size: 90,000 |
0.340
Ask Size: 90,000 |
CAIXABANK CAIXABANK,... |
4.75 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW72SN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CAIXABANK CAIXABANK, S.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.75 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-14.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
-0.21 |
| Time value: |
0.34 |
| Break-even: |
4.41 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
-0.36 |
| Theta: |
0.00 |
| Omega: |
-5.28 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.57% |
| 1 Month |
|
|
-23.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.340 |
| 1M High / 1M Low: |
0.450 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.348 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.367 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
