Soc. Generale Put 8 TUI1 21.06.2024
/ DE000SW8GT04
Soc. Generale Put 8 TUI1 21.06.20.../ DE000SW8GT04 /
2024-05-31 9:46:07 PM |
Chg.+0.040 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.480EUR |
+2.78% |
1.460 Bid Size: 3,000 |
1.860 Ask Size: 3,000 |
TUI AG |
8.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
SW8GT0 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
TUI AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
8.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-04-03 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.54 |
Intrinsic value: |
1.54 |
Implied volatility: |
0.89 |
Historic volatility: |
0.42 |
Parity: |
1.54 |
Time value: |
0.11 |
Break-even: |
6.35 |
Moneyness: |
1.24 |
Premium: |
0.02 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.11 |
Spread %: |
7.14% |
Delta: |
-0.81 |
Theta: |
-0.01 |
Omega: |
-3.18 |
Rho: |
0.00 |
Quote data
Open: |
1.370 |
High: |
1.680 |
Low: |
1.370 |
Previous Close: |
1.440 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.23% |
1 Month |
|
|
+8.82% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.480 |
1.260 |
1M High / 1M Low: |
1.530 |
1.040 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.390 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.340 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |