Soc. Generale Put 8 SGL 20.09.2024
/ DE000SW2BH66
Soc. Generale Put 8 SGL 20.09.202.../ DE000SW2BH66 /
| 2024-06-06 1:15:27 PM |
Chg.-0.250 |
Bid1:18:23 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-24.27% |
0.790
Bid Size: 5,000 |
-
Ask Size: - |
SGL CARBON SE O.N. |
8.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW2BH6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SGL CARBON SE O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
0.76 |
| Time value: |
0.26 |
| Break-even: |
6.98 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.63 |
| Theta: |
0.00 |
| Omega: |
-4.46 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.000 |
| High: |
1.030 |
| Low: |
0.780 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.07% |
| 1 Month |
|
|
-43.07% |
| 3 Months |
|
|
-63.03% |
| YTD |
|
|
-57.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
1.030 |
| 1M High / 1M Low: |
1.370 |
1.030 |
| 6M High / 6M Low: |
2.300 |
1.030 |
| High (YTD): |
2024-01-22 |
2.300 |
| Low (YTD): |
2024-06-05 |
1.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.211 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.768 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.79% |
| Volatility 6M: |
|
82.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
