Soc. Generale Put 20 EVK 20.09.2024
/ DE000SW8L9E2
Soc. Generale Put 20 EVK 20.09.20.../ DE000SW8L9E2 /
08/07/2024 18:14:38 |
Chg.+0.010 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+9.09% |
- Bid Size: - |
- Ask Size: - |
EVONIK INDUSTRIES NA... |
20.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
SW8L9E |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
EVONIK INDUSTRIES NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
05/04/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-16.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
0.06 |
Time value: |
0.06 |
Break-even: |
18.80 |
Moneyness: |
1.03 |
Premium: |
0.03 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
9.09% |
Delta: |
-0.56 |
Theta: |
-0.01 |
Omega: |
-8.97 |
Rho: |
-0.02 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
-36.84% |
3 Months |
|
|
-42.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.110 |
1M High / 1M Low: |
0.190 |
0.110 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.126 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.146 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |