Soc. Generale Put 40 IXD1 20.12.2024
/ DE000SW80419
Soc. Generale Put 40 IXD1 20.12.2.../ DE000SW80419 /
2024-05-02 10:32:21 AM |
Chg.+0.020 |
Bid12:21:24 PM |
Ask12:21:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
+8.70% |
0.250 Bid Size: 125,000 |
0.260 Ask Size: 125,000 |
INDITEX INH. EO... |
40.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
SW8041 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
INDITEX INH. EO 0,03 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-15 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-16.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.20 |
Parity: |
-0.29 |
Time value: |
0.26 |
Break-even: |
37.40 |
Moneyness: |
0.93 |
Premium: |
0.13 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
4.00% |
Delta: |
-0.31 |
Theta: |
-0.01 |
Omega: |
-5.15 |
Rho: |
-0.10 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.250 |
Previous Close: |
0.230 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.00% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.200 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.210 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |