Soc. Generale Put 15 ENI 19.06.2025
/ DE000SW995P2
Soc. Generale Put 15 ENI 19.06.20.../ DE000SW995P2 /
| 11/19/2024 9:35:45 AM |
Chg.-0.02 |
Bid11:37:08 AM |
Ask11:37:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
-1.20% |
1.75
Bid Size: 25,000 |
1.76
Ask Size: 25,000 |
ENI S.P.A. |
15.00 EUR |
6/19/2025 |
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: |
6/19/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
6/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
1.10 |
| Time value: |
0.53 |
| Break-even: |
13.37 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.62% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-4.89 |
| Rho: |
-0.06 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
1.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.75% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.90 |
1.66 |
| 1M High / 1M Low: |
1.90 |
1.53 |
| 6M High / 6M Low: |
2.26 |
1.39 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.74% |
| Volatility 6M: |
|
107.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
