Soc. Generale Put 20 DUE 20.09.2024
/ DE000SW1ZMS3
Soc. Generale Put 20 DUE 20.09.20.../ DE000SW1ZMS3 /
| 12/07/2024 12:05:47 |
Chg.+0.004 |
Bid12:17:11 |
Ask12:17:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
+5.56% |
0.075
Bid Size: 30,000 |
0.085
Ask Size: 30,000 |
DUERR AG O.N. |
20.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
SW1ZMS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DUERR AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-25.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
-0.09 |
| Time value: |
0.08 |
| Break-even: |
19.18 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
13.89% |
| Delta: |
-0.34 |
| Theta: |
-0.01 |
| Omega: |
-8.68 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.070 |
| High: |
0.081 |
| Low: |
0.070 |
| Previous Close: |
0.072 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.28% |
| 1 Month |
|
|
+68.89% |
| 3 Months |
|
|
-15.56% |
| YTD |
|
|
-57.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.093 |
0.071 |
| 1M High / 1M Low: |
0.130 |
0.045 |
| 6M High / 6M Low: |
0.230 |
0.029 |
| High (YTD): |
03/01/2024 |
0.240 |
| Low (YTD): |
04/06/2024 |
0.029 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.120 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.27% |
| Volatility 6M: |
|
176.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
