Soc. Generale Put 80 EVD 21.06.2024
/ DE000SW7UY26
Soc. Generale Put 80 EVD 21.06.20.../ DE000SW7UY26 /
2024-05-15 10:13:58 AM |
Chg.+0.030 |
Bid10:30:18 AM |
Ask10:30:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
+9.09% |
0.360 Bid Size: 8,400 |
0.370 Ask Size: 8,400 |
CTS EVENTIM KGAA |
80.00 - |
2024-06-21 |
Put |
Master data
WKN: |
SW7UY2 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CTS EVENTIM KGAA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2024-03-18 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-23.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.29 |
Parity: |
-0.11 |
Time value: |
0.34 |
Break-even: |
76.60 |
Moneyness: |
0.99 |
Premium: |
0.05 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.01 |
Spread %: |
3.03% |
Delta: |
-0.42 |
Theta: |
-0.05 |
Omega: |
-10.06 |
Rho: |
-0.04 |
Quote data
Open: |
0.330 |
High: |
0.360 |
Low: |
0.330 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+50.00% |
1 Month |
|
|
-10.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.240 |
1M High / 1M Low: |
0.500 |
0.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.298 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.360 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
228.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |