Soc. Generale Put 60 BSN 20.09.2024
/ DE000SW7TMA1
Soc. Generale Put 60 BSN 20.09.20.../ DE000SW7TMA1 /
| 2024-05-29 9:14:17 AM |
Chg.+0.030 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+14.29% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
60.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW7TMA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-23.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.13 |
| Parity: |
0.12 |
| Time value: |
0.13 |
| Break-even: |
57.50 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
-0.52 |
| Theta: |
-0.01 |
| Omega: |
-12.17 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.32% |
| 1 Month |
|
|
-36.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.190 |
| 1M High / 1M Low: |
0.380 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.239 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
