Soc. Generale Put 120 ALV 20.09.2024
/ DE000SW8TJX7
Soc. Generale Put 120 ALV 20.09.2.../ DE000SW8TJX7 /
| 7/26/2024 9:35:28 PM |
Chg.-0.110 |
Bid9:58:23 PM |
Ask9:58:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.940EUR |
-5.37% |
1.960
Bid Size: 3,000 |
2.000
Ask Size: 3,000 |
Autoliv Inc |
120.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
SW8TJX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Autoliv Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.24 |
| Parity: |
1.93 |
| Time value: |
0.07 |
| Break-even: |
90.54 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
2.04% |
| Delta: |
-0.84 |
| Theta: |
-0.03 |
| Omega: |
-3.81 |
| Rho: |
-0.15 |
Quote data
| Open: |
1.870 |
| High: |
2.040 |
| Low: |
1.820 |
| Previous Close: |
2.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.77% |
| 1 Month |
|
|
+27.63% |
| 3 Months |
|
|
+169.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.050 |
1.940 |
| 1M High / 1M Low: |
2.150 |
1.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.502 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
