Soc. Generale Put 50 COP 21.06.2024
/ DE000SV9TEP3
Soc. Generale Put 50 COP 21.06.20.../ DE000SV9TEP3 /
| 2024-05-17 8:13:31 AM |
Chg.-0.01 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.20EUR |
-0.45% |
-
Bid Size: - |
-
Ask Size: - |
COMPUGROUP MED. NA O... |
50.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
SV9TEP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
COMPUGROUP MED. NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
1.61 |
| Historic volatility: |
0.35 |
| Parity: |
2.17 |
| Time value: |
0.09 |
| Break-even: |
27.40 |
| Moneyness: |
1.76 |
| Premium: |
0.03 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.03 |
| Spread %: |
1.35% |
| Delta: |
-0.82 |
| Theta: |
-0.05 |
| Omega: |
-1.03 |
| Rho: |
-0.04 |
Quote data
| Open: |
2.20 |
| High: |
2.20 |
| Low: |
2.20 |
| Previous Close: |
2.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.98% |
| 1 Month |
|
|
+4.27% |
| 3 Months |
|
|
+21.55% |
| YTD |
|
|
+81.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.36 |
2.20 |
| 1M High / 1M Low: |
2.36 |
2.09 |
| 6M High / 6M Low: |
2.36 |
0.99 |
| High (YTD): |
2024-05-13 |
2.36 |
| Low (YTD): |
2024-01-30 |
0.99 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.51% |
| Volatility 6M: |
|
90.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
