Soc. Generale Put 15 REP 20.09.2024
/ DE000SW2VN15
Soc. Generale Put 15 REP 20.09.20.../ DE000SW2VN15 /
| 9/6/2024 9:44:29 AM |
Chg.+0.11 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.12EUR |
+3.65% |
-
Bid Size: - |
-
Ask Size: - |
REPSOL S.A. INH. ... |
15.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
8/30/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.28 |
| Intrinsic value: |
3.28 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.20 |
| Parity: |
3.28 |
| Time value: |
0.03 |
| Break-even: |
11.70 |
| Moneyness: |
1.28 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
1.54% |
| Delta: |
-0.94 |
| Theta: |
-0.01 |
| Omega: |
-3.34 |
| Rho: |
-0.01 |
Quote data
| Open: |
3.12 |
| High: |
3.12 |
| Low: |
3.12 |
| Previous Close: |
3.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.80% |
| 1 Month |
|
|
+28.40% |
| 3 Months |
|
|
+164.41% |
| YTD |
|
|
+31.65% |
| 1 Year |
|
|
+74.30% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.12 |
2.59 |
| 1M High / 1M Low: |
3.12 |
2.14 |
| 6M High / 6M Low: |
3.12 |
0.65 |
| High (YTD): |
9/6/2024 |
3.12 |
| Low (YTD): |
4/5/2024 |
0.65 |
| 52W High: |
9/6/2024 |
3.12 |
| 52W Low: |
4/5/2024 |
0.65 |
| Avg. price 1W: |
|
2.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.69 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
87.36% |
| Volatility 6M: |
|
171.82% |
| Volatility 1Y: |
|
140.24% |
| Volatility 3Y: |
|
- |
