Soc. Generale Put 48 IXD1 20.12.2024
/ DE000SW8GPZ6
Soc. Generale Put 48 IXD1 20.12.2.../ DE000SW8GPZ6 /
2024-05-28 8:09:59 AM |
Chg.-0.030 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
-5.56% |
- Bid Size: - |
- Ask Size: - |
INDITEX INH. EO... |
48.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
SW8GPZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
INDITEX INH. EO 0,03 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
48.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-03 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.29 |
Historic volatility: |
0.20 |
Parity: |
0.33 |
Time value: |
0.20 |
Break-even: |
42.80 |
Moneyness: |
1.07 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.96% |
Delta: |
-0.55 |
Theta: |
-0.01 |
Omega: |
-4.69 |
Rho: |
-0.17 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.510 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.56% |
1 Month |
|
|
-7.27% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.540 |
1M High / 1M Low: |
0.670 |
0.500 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.568 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.595 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |