Soc. Generale Put 15 ENI 19.06.2025
/ DE000SW995P2
Soc. Generale Put 15 ENI 19.06.20.../ DE000SW995P2 /
12/11/2024 21:42:06 |
Chg.+0.150 |
Bid21:58:41 |
Ask21:58:41 |
Underlying |
Strike price |
Expiration date |
Option type |
1.850EUR |
+8.82% |
1.840 Bid Size: 2,000 |
1.920 Ask Size: 2,000 |
ENI S.P.A. |
15.00 EUR |
19/06/2025 |
Put |
Master data
WKN: |
SW995P |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
19/06/2025 |
Issue date: |
13/05/2024 |
Last trading day: |
18/06/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.18 |
Intrinsic value: |
0.99 |
Implied volatility: |
0.31 |
Historic volatility: |
0.17 |
Parity: |
0.99 |
Time value: |
0.77 |
Break-even: |
13.24 |
Moneyness: |
1.07 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.57% |
Delta: |
-0.53 |
Theta: |
0.00 |
Omega: |
-4.26 |
Rho: |
-0.06 |
Quote data
Open: |
1.690 |
High: |
1.900 |
Low: |
1.690 |
Previous Close: |
1.700 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.78% |
1 Month |
|
|
+17.09% |
3 Months |
|
|
+10.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.760 |
1.640 |
1M High / 1M Low: |
1.770 |
1.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.692 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.662 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |