Soc. Generale Put 450 LIN 17.05.2024
/ DE000SW8E925
Soc. Generale Put 450 LIN 17.05.2.../ DE000SW8E925 /
2024-05-10 9:44:51 PM |
Chg.-0.390 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.450EUR |
-21.20% |
1.420 Bid Size: 2,200 |
1.500 Ask Size: 2,200 |
Linde PLC |
450.00 USD |
2024-05-17 |
Put |
Master data
WKN: |
SW8E92 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Linde PLC |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
450.00 USD |
Maturity: |
2024-05-17 |
Issue date: |
2024-04-02 |
Last trading day: |
2024-05-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-26.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.45 |
Intrinsic value: |
1.45 |
Implied volatility: |
0.26 |
Historic volatility: |
0.15 |
Parity: |
1.45 |
Time value: |
0.08 |
Break-even: |
402.46 |
Moneyness: |
1.04 |
Premium: |
0.00 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.08 |
Spread %: |
5.52% |
Delta: |
-0.85 |
Theta: |
-0.23 |
Omega: |
-22.29 |
Rho: |
-0.06 |
Quote data
Open: |
1.760 |
High: |
1.760 |
Low: |
1.450 |
Previous Close: |
1.840 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-36.40% |
1 Month |
|
|
+66.67% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.230 |
1.450 |
1M High / 1M Low: |
2.790 |
0.870 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.856 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.487 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
499.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |