Soc. Generale Put 15 ENI 19.06.20.../  DE000SW995P2  /

Frankfurt Zert./SG
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:   -