Soc. Generale Put 15 ENI 19.09.2024
/ DE000SW2VNN9
Soc. Generale Put 15 ENI 19.09.20.../ DE000SW2VNN9 /
| 2024-07-31 9:52:44 AM |
Chg.-0.030 |
Bid12:12:24 PM |
Ask12:12:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-5.66% |
0.450
Bid Size: 35,000 |
0.460
Ask Size: 35,000 |
ENI S.P.A. |
15.00 EUR |
2024-09-19 |
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: |
2024-09-19 |
| Issue date: |
2023-08-30 |
| Last trading day: |
2024-09-18 |
| 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: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.70% |
| 1 Month |
|
|
-40.48% |
| 3 Months |
|
|
-19.35% |
| YTD |
|
|
-45.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.530 |
| 1M High / 1M Low: |
1.100 |
0.530 |
| 6M High / 6M Low: |
1.500 |
0.530 |
| High (YTD): |
2024-06-17 |
1.500 |
| Low (YTD): |
2024-07-30 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.836 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.949 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.60% |
| Volatility 6M: |
|
187.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
