Soc. Generale Put 80 WAF 20.09.2024
/ DE000SW1ZCJ3
Soc. Generale Put 80 WAF 20.09.20.../ DE000SW1ZCJ3 /
| 2024-05-31 9:42:10 PM |
Chg.-0.020 |
Bid9:49:33 PM |
Ask9:49:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-2.20% |
0.880
Bid Size: 3,500 |
0.910
Ask Size: 3,500 |
SILTRONIC AG NA O.N. |
80.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW1ZCJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SILTRONIC AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
0.54 |
| Time value: |
0.36 |
| Break-even: |
71.00 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.27% |
| Delta: |
-0.57 |
| Theta: |
-0.02 |
| Omega: |
-4.70 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.890 |
| High: |
0.990 |
| Low: |
0.890 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.49% |
| 1 Month |
|
|
-27.05% |
| 3 Months |
|
|
+25.35% |
| YTD |
|
|
+5.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.830 |
| 1M High / 1M Low: |
1.340 |
0.830 |
| 6M High / 6M Low: |
1.340 |
0.640 |
| High (YTD): |
2024-05-02 |
1.340 |
| Low (YTD): |
2024-02-14 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.872 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.989 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.854 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.09% |
| Volatility 6M: |
|
102.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
