Soc. Generale Put 400 LIN 20.09.2024
/ DE000SV4GND8
Soc. Generale Put 400 LIN 20.09.2.../ DE000SV4GND8 /
23/05/2024 12:11:37 |
Chg.+0.010 |
Bid12:14:37 |
Ask12:14:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+1.92% |
0.540 Bid Size: 5,600 |
0.560 Ask Size: 5,600 |
Linde plc |
400.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
SV4GND |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Linde plc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
18/04/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-74.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.15 |
Parity: |
-3.21 |
Time value: |
0.54 |
Break-even: |
364.11 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.02 |
Spread %: |
3.85% |
Delta: |
-0.19 |
Theta: |
-0.05 |
Omega: |
-14.37 |
Rho: |
-0.27 |
Quote data
Open: |
0.500 |
High: |
0.530 |
Low: |
0.500 |
Previous Close: |
0.520 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.87% |
1 Month |
|
|
-22.06% |
3 Months |
|
|
-34.57% |
YTD |
|
|
-71.81% |
1 Year |
|
|
-90.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.510 |
1M High / 1M Low: |
1.060 |
0.510 |
6M High / 6M Low: |
2.420 |
0.470 |
High (YTD): |
05/02/2024 |
1.970 |
Low (YTD): |
27/03/2024 |
0.470 |
52W High: |
30/05/2023 |
5.760 |
52W Low: |
27/03/2024 |
0.470 |
Avg. price 1W: |
|
0.558 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.679 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.233 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.600 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
196.74% |
Volatility 6M: |
|
152.26% |
Volatility 1Y: |
|
121.83% |
Volatility 3Y: |
|
- |