Soc. Generale Put 10.5 BOY 20.12.2024
/ DE000SW9FXH8
Soc. Generale Put 10.5 BOY 20.12..../ DE000SW9FXH8 /
9/4/2024 10:08:14 AM |
Chg.+0.170 |
Bid11:22:57 AM |
Ask11:22:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
+26.98% |
0.810 Bid Size: 45,000 |
0.820 Ask Size: 45,000 |
BCO BIL.VIZ.ARG.NOM.... |
10.50 - |
12/20/2024 |
Put |
Master data
WKN: |
SW9FXH |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
10.50 - |
Maturity: |
12/20/2024 |
Issue date: |
4/24/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
2:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-6.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.61 |
Implied volatility: |
0.39 |
Historic volatility: |
0.25 |
Parity: |
0.61 |
Time value: |
0.14 |
Break-even: |
9.00 |
Moneyness: |
1.13 |
Premium: |
0.03 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
2.74% |
Delta: |
-0.67 |
Theta: |
0.00 |
Omega: |
-4.12 |
Rho: |
-0.02 |
Quote data
Open: |
0.800 |
High: |
0.800 |
Low: |
0.800 |
Previous Close: |
0.630 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.00% |
1 Month |
|
|
-1.23% |
3 Months |
|
|
+31.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.610 |
1M High / 1M Low: |
1.010 |
0.610 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.630 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.775 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.00% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |