Soc. Generale Put 6.5 BAMI 20.06.2024
/ DE000SW9Q9V0
Soc. Generale Put 6.5 BAMI 20.06..../ DE000SW9Q9V0 /
| 2024-05-31 12:39:16 PM |
Chg.-0.054 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
-45.00% |
-
Bid Size: - |
-
Ask Size: - |
BANCO BPM |
6.50 EUR |
2024-06-20 |
Put |
Master data
| WKN: |
SW9Q9V |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BANCO BPM |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.50 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-06-20 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-41.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
-0.05 |
| Time value: |
0.08 |
| Break-even: |
6.34 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
1.04 |
| Spread abs.: |
0.01 |
| Spread %: |
14.29% |
| Delta: |
-0.40 |
| Theta: |
0.00 |
| Omega: |
-16.40 |
| Rho: |
0.00 |
Quote data
| Open: |
0.065 |
| High: |
0.066 |
| Low: |
0.065 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.86% |
| 1 Month |
|
|
-73.60% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.066 |
| 1M High / 1M Low: |
0.250 |
0.066 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
376.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
