Soc. Generale Put 15 ENI 19.09.2024
/ DE000SW2VNN9
Soc. Generale Put 15 ENI 19.09.20.../ DE000SW2VNN9 /
| 31/07/2024 16:56:36 |
Chg.-0.010 |
Bid17:15:16 |
Ask17:15:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-1.92% |
0.510
Bid Size: 30,000 |
0.520
Ask Size: 30,000 |
ENI S.P.A. |
15.00 EUR |
19/09/2024 |
Put |
Master data
| WKN: |
SW2VNN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
19/09/2024 |
| Issue date: |
30/08/2023 |
| Last trading day: |
18/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-26.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
0.36 |
| Time value: |
0.20 |
| Break-even: |
14.44 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
-0.60 |
| Theta: |
0.00 |
| Omega: |
-15.67 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.440 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-37.80% |
| 3 Months |
|
|
-28.17% |
| YTD |
|
|
-42.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.520 |
| 1M High / 1M Low: |
1.050 |
0.520 |
| 6M High / 6M Low: |
1.500 |
0.520 |
| High (YTD): |
14/06/2024 |
1.500 |
| Low (YTD): |
30/07/2024 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.835 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.942 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.72% |
| Volatility 6M: |
|
154.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
