Soc. Generale Put 48 FPE3 21.06.2024
/ DE000SW8GM50
Soc. Generale Put 48 FPE3 21.06.2.../ DE000SW8GM50 /
| 2024-05-07 8:09:17 AM |
Chg.-0.030 |
Bid9:36:27 AM |
Ask9:36:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-5.77% |
0.540
Bid Size: 5,600 |
0.560
Ask Size: 5,600 |
FUCHS SE VZO NA O.N... |
48.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
SW8GM5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FUCHS SE VZO NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
48.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.21 |
| Parity: |
0.43 |
| Time value: |
0.12 |
| Break-even: |
42.50 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
-0.68 |
| Theta: |
-0.03 |
| Omega: |
-5.38 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.26% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.480 |
| 1M High / 1M Low: |
0.550 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.523 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.435 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
