Soc. Generale Put 15 ENI 19.09.2024
/ DE000SW2VNN9
Soc. Generale Put 15 ENI 19.09.20.../ DE000SW2VNN9 /
| 29/08/2024 09:41:51 |
Chg.-0.040 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-9.52% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-31.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.33 |
| Time value: |
0.14 |
| Break-even: |
14.53 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-20.14 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.67% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-46.48% |
| YTD |
|
|
-58.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.360 |
| 1M High / 1M Low: |
1.220 |
0.360 |
| 6M High / 6M Low: |
1.500 |
0.360 |
| High (YTD): |
17/06/2024 |
1.500 |
| Low (YTD): |
27/08/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.685 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.850 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
313.10% |
| Volatility 6M: |
|
221.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
