Soc. Generale Put 120 EL 20.09.2024
/ DE000SW38YY1
Soc. Generale Put 120 EL 20.09.20.../ DE000SW38YY1 /
| 7/30/2024 8:13:04 AM |
Chg.+0.01 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
+0.54% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
120.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
SW38YY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/3/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.39 |
| Parity: |
1.78 |
| Time value: |
0.19 |
| Break-even: |
91.21 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
-0.76 |
| Theta: |
-0.05 |
| Omega: |
-3.60 |
| Rho: |
-0.13 |
Quote data
| Open: |
1.87 |
| High: |
1.87 |
| Low: |
1.87 |
| Previous Close: |
1.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.19% |
| 1 Month |
|
|
+49.60% |
| 3 Months |
|
|
+315.56% |
| YTD |
|
|
+128.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.96 |
1.83 |
| 1M High / 1M Low: |
2.15 |
1.50 |
| 6M High / 6M Low: |
2.15 |
0.40 |
| High (YTD): |
7/19/2024 |
2.15 |
| Low (YTD): |
5/17/2024 |
0.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.13% |
| Volatility 6M: |
|
176.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
