Soc. Generale Put 16 NVJP 20.12.2024
/ DE000SW9LPM2
Soc. Generale Put 16 NVJP 20.12.2.../ DE000SW9LPM2 /
| 2024-07-25 9:51:47 AM |
Chg.+0.11 |
Bid9:51:47 AM |
Ask9:51:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.91EUR |
+3.93% |
2.91
Bid Size: 3,000 |
2.96
Ask Size: 3,000 |
UMICORE S.A. |
16.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SW9LPM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
UMICORE S.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.34 |
| Parity: |
1.91 |
| Time value: |
0.95 |
| Break-even: |
13.14 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
1.78% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-2.83 |
| Rho: |
-0.04 |
Quote data
| Open: |
2.91 |
| High: |
2.91 |
| Low: |
2.91 |
| Previous Close: |
2.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.39% |
| 1 Month |
|
|
+14.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.95 |
2.75 |
| 1M High / 1M Low: |
3.26 |
2.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
