Soc. Generale Put 15 REP 20.09.2024
/ DE000SW2VN15
Soc. Generale Put 15 REP 20.09.20.../ DE000SW2VN15 /
| 2024-07-16 9:59:25 AM |
Chg.+0.24 |
Bid5:57:08 PM |
Ask5:57:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.56EUR |
+18.18% |
1.48
Bid Size: 2,100 |
1.62
Ask Size: 2,100 |
REPSOL S.A. INH. ... |
15.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW2VN1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
1.34 |
| Time value: |
0.12 |
| Break-even: |
13.54 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.39% |
| Delta: |
-0.75 |
| Theta: |
0.00 |
| Omega: |
-7.06 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.56 |
| High: |
1.56 |
| Low: |
1.56 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.93% |
| 1 Month |
|
|
+6.12% |
| 3 Months |
|
|
+62.50% |
| YTD |
|
|
-34.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.17 |
| 1M High / 1M Low: |
1.44 |
0.71 |
| 6M High / 6M Low: |
2.45 |
0.65 |
| High (YTD): |
2024-01-11 |
2.46 |
| Low (YTD): |
2024-04-05 |
0.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.15% |
| Volatility 6M: |
|
165.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
