Soc. Generale Put 60 SCHW 20.09.2024
/ DE000SW3X9J2
Soc. Generale Put 60 SCHW 20.09.2.../ DE000SW3X9J2 /
2024-05-24 9:29:14 AM |
Chg.+0.027 |
Bid3:19:34 PM |
Ask3:19:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.071EUR |
+61.36% |
0.074 Bid Size: 15,000 |
0.100 Ask Size: 15,000 |
Charles Schwab Corpo... |
60.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
SW3X9J |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Charles Schwab Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-25 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-69.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.27 |
Parity: |
-1.14 |
Time value: |
0.10 |
Break-even: |
54.54 |
Moneyness: |
0.83 |
Premium: |
0.18 |
Premium p.a.: |
0.68 |
Spread abs.: |
0.01 |
Spread %: |
11.63% |
Delta: |
-0.13 |
Theta: |
-0.01 |
Omega: |
-9.26 |
Rho: |
-0.03 |
Quote data
Open: |
0.071 |
High: |
0.071 |
Low: |
0.071 |
Previous Close: |
0.044 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+108.82% |
1 Month |
|
|
-15.48% |
3 Months |
|
|
-79.12% |
YTD |
|
|
-77.10% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.044 |
0.024 |
1M High / 1M Low: |
0.084 |
0.024 |
6M High / 6M Low: |
0.730 |
0.024 |
High (YTD): |
2024-02-01 |
0.460 |
Low (YTD): |
2024-05-22 |
0.024 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.056 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.283 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
345.51% |
Volatility 6M: |
|
178.25% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |