Soc. Generale Put 15 ENI 19.09.2024
/ DE000SW9Q943
Soc. Generale Put 15 ENI 19.09.20.../ DE000SW9Q943 /
| 2024-07-26 8:11:56 AM |
Chg.-0.120 |
Bid3:58:07 PM |
Ask3:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-22.64% |
0.310
Bid Size: 60,000 |
0.320
Ask Size: 60,000 |
ENI S.P.A. |
15.00 EUR |
2024-09-19 |
Put |
Master data
| WKN: |
SW9Q94 |
| 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: |
2024-04-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-12.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
0.49 |
| Time value: |
0.08 |
| Break-even: |
13.86 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
-0.71 |
| Theta: |
0.00 |
| Omega: |
-8.77 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.58% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.470 |
| 1M High / 1M Low: |
0.530 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.418 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
