Soc. Generale Put 18 NVJP 20.12.2024
/ DE000SW9LPN0
Soc. Generale Put 18 NVJP 20.12.2.../ DE000SW9LPN0 /
| 2024-07-25 9:49:45 AM |
Chg.+0.200 |
Bid10:09:23 AM |
Ask10:09:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.540EUR |
+4.61% |
4.590
Bid Size: 2,000 |
4.650
Ask Size: 2,000 |
UMICORE S.A. |
18.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SW9LPN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
UMICORE S.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.91 |
| Intrinsic value: |
3.91 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.34 |
| Parity: |
3.91 |
| Time value: |
0.54 |
| Break-even: |
13.55 |
| Moneyness: |
1.28 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
1.37% |
| Delta: |
-0.69 |
| Theta: |
0.00 |
| Omega: |
-2.19 |
| Rho: |
-0.06 |
Quote data
| Open: |
4.440 |
| High: |
4.540 |
| Low: |
4.440 |
| Previous Close: |
4.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.40% |
| 1 Month |
|
|
+7.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.380 |
4.150 |
| 1M High / 1M Low: |
4.860 |
4.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.391 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
