Soc. Generale Put 15 SDF 20.09.2024
/ DE000SW1ZRB8
Soc. Generale Put 15 SDF 20.09.20.../ DE000SW1ZRB8 /
| 9/17/2024 11:06:16 AM |
Chg.-0.14 |
Bid5:05:14 PM |
Ask5:05:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.03EUR |
-3.36% |
-
Bid Size: - |
-
Ask Size: - |
K+S AG NA O.N. |
15.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
SW1ZRB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
K+S AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.21 |
| Intrinsic value: |
4.21 |
| Implied volatility: |
3.20 |
| Historic volatility: |
0.25 |
| Parity: |
4.21 |
| Time value: |
0.23 |
| Break-even: |
10.56 |
| Moneyness: |
1.39 |
| Premium: |
0.02 |
| Premium p.a.: |
12.02 |
| Spread abs.: |
0.29 |
| Spread %: |
6.99% |
| Delta: |
-0.84 |
| Theta: |
-0.13 |
| Omega: |
-2.04 |
| Rho: |
0.00 |
Quote data
| Open: |
4.07 |
| High: |
4.07 |
| Low: |
4.03 |
| Previous Close: |
4.17 |
| Turnover: |
- |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.56% |
| 1 Month |
|
|
+11.33% |
| 3 Months |
|
|
+53.23% |
| YTD |
|
|
+78.32% |
| 1 Year |
|
|
+151.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.83 |
4.17 |
| 1M High / 1M Low: |
4.83 |
3.86 |
| 6M High / 6M Low: |
4.83 |
1.62 |
| High (YTD): |
9/10/2024 |
4.83 |
| Low (YTD): |
5/30/2024 |
1.62 |
| 52W High: |
9/10/2024 |
4.83 |
| 52W Low: |
9/20/2023 |
1.53 |
| Avg. price 1W: |
|
4.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.59 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
77.25% |
| Volatility 6M: |
|
93.04% |
| Volatility 1Y: |
|
88.69% |
| Volatility 3Y: |
|
- |
