Soc. Generale Put 10.5 BOY 20.12.2024
/ DE000SW9FXH8
Soc. Generale Put 10.5 BOY 20.12..../ DE000SW9FXH8 /
| 29/07/2024 08:41:45 |
Chg.-0.050 |
Bid15:46:47 |
Ask15:46:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-9.43% |
0.510
Bid Size: 60,000 |
0.520
Ask Size: 60,000 |
BCO BIL.VIZ.ARG.NOM.... |
10.50 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
24/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-10.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
0.23 |
| Time value: |
0.27 |
| Break-even: |
9.50 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
-0.52 |
| Theta: |
0.00 |
| Omega: |
-5.21 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-36.84% |
| 3 Months |
|
|
+9.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.450 |
| 1M High / 1M Low: |
0.700 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.590 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
