Soc. Generale Put 40 COP 20.09.2024
/ DE000SW23CL6
Soc. Generale Put 40 COP 20.09.20.../ DE000SW23CL6 /
| 2024-05-02 8:08:28 AM |
Chg.+0.04 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
+3.36% |
-
Bid Size: - |
-
Ask Size: - |
COMPUGROUP MED. NA O... |
40.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
SW23CL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
COMPUGROUP MED. NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.35 |
| Parity: |
1.19 |
| Time value: |
0.11 |
| Break-even: |
27.00 |
| Moneyness: |
1.42 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
2.36% |
| Delta: |
-0.72 |
| Theta: |
-0.01 |
| Omega: |
-1.55 |
| Rho: |
-0.13 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.60% |
| 1 Month |
|
|
+5.13% |
| 3 Months |
|
|
+232.43% |
| YTD |
|
|
+161.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.17 |
| 1M High / 1M Low: |
1.25 |
0.97 |
| 6M High / 6M Low: |
1.36 |
0.37 |
| High (YTD): |
2024-03-25 |
1.36 |
| Low (YTD): |
2024-02-02 |
0.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.12% |
| Volatility 6M: |
|
142.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
