Soc. Generale Put 40 APA 20.09.2024
/ DE000SW3X785
Soc. Generale Put 40 APA 20.09.20.../ DE000SW3X785 /
| 2024-05-15 9:35:48 PM |
Chg.-0.030 |
Bid2024-05-15 |
Ask2024-05-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-3.23% |
0.900
Bid Size: 90,000 |
0.910
Ask Size: 90,000 |
APA Corporation |
40.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SW3X78 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
APA Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.29 |
| Parity: |
0.91 |
| Time value: |
0.02 |
| Break-even: |
27.69 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
-0.81 |
| Theta: |
0.00 |
| Omega: |
-2.42 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.890 |
| High: |
0.920 |
| Low: |
0.880 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+21.62% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+42.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.880 |
| 1M High / 1M Low: |
1.040 |
0.730 |
| 6M High / 6M Low: |
1.040 |
0.570 |
| High (YTD): |
2024-05-02 |
1.040 |
| Low (YTD): |
2024-04-05 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.846 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.790 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.85% |
| Volatility 6M: |
|
91.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
