Soc. Generale Put 80 LEG 20.12.2024
/ DE000SW7NBL4
Soc. Generale Put 80 LEG 20.12.20.../ DE000SW7NBL4 /
2024-05-02 1:34:16 PM |
Chg.-0.060 |
Bid2:20:33 PM |
Ask2:20:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.930EUR |
-6.06% |
0.930 Bid Size: 10,000 |
0.940 Ask Size: 10,000 |
LEG IMMOBILIEN SE NA... |
80.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
SW7NBL |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
LEG IMMOBILIEN SE NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-13 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.01 |
Implied volatility: |
0.45 |
Historic volatility: |
0.36 |
Parity: |
0.01 |
Time value: |
1.03 |
Break-even: |
69.60 |
Moneyness: |
1.00 |
Premium: |
0.13 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
0.97% |
Delta: |
-0.40 |
Theta: |
-0.02 |
Omega: |
-3.10 |
Rho: |
-0.27 |
Quote data
Open: |
0.980 |
High: |
0.980 |
Low: |
0.920 |
Previous Close: |
0.990 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-26.77% |
1 Month |
|
|
-19.83% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.270 |
0.990 |
1M High / 1M Low: |
1.490 |
0.990 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.125 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.242 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |