Soc. Generale Put 108 NVDA 16.08.2024
/ DE000SY0WGP8
Soc. Generale Put 108 NVDA 16.08..../ DE000SY0WGP8 /
| 8/9/2024 10:44:16 AM |
Chg.-5.29 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.80EUR |
-58.20% |
-
Bid Size: - |
-
Ask Size: - |
NVIDIA Corporation |
108.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
SY0WGP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NVIDIA Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
108.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
5/27/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.99 |
| Intrinsic value: |
2.98 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.45 |
| Parity: |
2.98 |
| Time value: |
2.06 |
| Break-even: |
93.90 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
2.65 |
| Spread abs.: |
0.02 |
| Spread %: |
0.40% |
| Delta: |
-0.62 |
| Theta: |
-0.26 |
| Omega: |
-11.77 |
| Rho: |
-0.01 |
Quote data
| Open: |
4.17 |
| High: |
4.17 |
| Low: |
3.80 |
| Previous Close: |
9.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.49% |
| 1 Month |
|
|
+331.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.92 |
3.80 |
| 1M High / 1M Low: |
10.92 |
0.88 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.46 |
| Avg. volume 1M: |
|
1,795.65 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,458.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
