Soc. Generale Put 760 SMCI 17.05..../  DE000SW81NM9  /

Frankfurt Zert./SG
2024-05-15  8:09:28 PM Chg.-0.023 Bid2024-05-15 Ask2024-05-15 Underlying Strike price Expiration date Option type
0.001EUR -95.83% 0.001
Bid Size: 150,000
0.020
Ask Size: 150,000
Super Micro Computer... 760.00 USD 2024-05-17 Put
 

Master data

WKN: SW81NM
Issuer: Société Générale
Currency: EUR
Underlying: Super Micro Computer Inc
Type: Warrant
Option type: Put
Strike price: 760.00 USD
Maturity: 2024-05-17
Issue date: 2024-04-15
Last trading day: 2024-05-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -230.45
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.94
Historic volatility: 0.87
Parity: -0.58
Time value: 0.03
Break-even: 699.50
Moneyness: 0.92
Premium: 0.08
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 43.48%
Delta: -0.12
Theta: -2.68
Omega: -28.09
Rho: -0.01
 

Quote data

Open: 0.013
High: 0.015
Low: 0.001
Previous Close: 0.024
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -98.80%
1 Month
  -99.72%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.024
1M High / 1M Low: 1.090 0.024
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.087
Avg. volume 1W:   9,000
Avg. price 1M:   0.377
Avg. volume 1M:   2,142.857
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,045.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -