Soc. Generale Put 0.7 VOD 21.03.2025
/ DE000SW98023
Soc. Generale Put 0.7 VOD 21.03.2.../ DE000SW98023 /
| 10/4/2024 3:58:19 PM |
Chg.- |
Bid8:54:13 AM |
Ask8:54:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
- |
0.410
Bid Size: 7,400 |
0.610
Ask Size: 7,400 |
Vodafone Group PLC O... |
0.70 GBP |
3/21/2025 |
Put |
Master data
| WKN: |
SW9802 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vodafone Group PLC ORD USD0.20 20/21 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.70 GBP |
| Maturity: |
3/21/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:10 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
-0.45 |
| Time value: |
0.60 |
| Break-even: |
0.78 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.20 |
| Spread %: |
50.00% |
| Delta: |
-0.35 |
| Theta: |
0.00 |
| Omega: |
-5.10 |
| Rho: |
0.00 |
Quote data
| Open: |
0.390 |
| High: |
0.420 |
| Low: |
0.390 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+27.27% |
| 3 Months |
|
|
-38.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.360 |
| 1M High / 1M Low: |
0.440 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.358 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
