Soc. Generale Put 2.2 BARC 20.12.2024
/ DE000SW94L48
Soc. Generale Put 2.2 BARC 20.12..../ DE000SW94L48 /
| 04/11/2024 09:07:11 |
Chg.-0.007 |
Bid10:17:10 |
Ask10:17:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
-8.97% |
0.068
Bid Size: 150,000 |
0.087
Ask Size: 150,000 |
Barclays PLC ORD 25P |
2.20 GBP |
20/12/2024 |
Put |
Master data
| WKN: |
SW94L4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barclays PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2.20 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
09/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.32 |
| Parity: |
-0.27 |
| Time value: |
0.09 |
| Break-even: |
2.53 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
1.57 |
| Spread abs.: |
0.02 |
| Spread %: |
25.33% |
| Delta: |
-0.26 |
| Theta: |
0.00 |
| Omega: |
-8.02 |
| Rho: |
0.00 |
Quote data
| Open: |
0.071 |
| High: |
0.071 |
| Low: |
0.071 |
| Previous Close: |
0.078 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.46% |
| 1 Month |
|
|
-62.63% |
| 3 Months |
|
|
-71.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.083 |
0.072 |
| 1M High / 1M Low: |
0.190 |
0.064 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
