Soc. Generale Put 20 NESTE 20.09.2024
/ DE000SW9RAF5
Soc. Generale Put 20 NESTE 20.09..../ DE000SW9RAF5 /
| 25/07/2024 10:00:22 |
Chg.-0.080 |
Bid17:25:12 |
Ask17:25:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-12.50% |
-
Bid Size: - |
-
Ask Size: - |
Neste Corporation |
20.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
SW9RAF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neste Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
30/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-5.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.38 |
| Parity: |
0.54 |
| Time value: |
0.09 |
| Break-even: |
16.85 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
5.00% |
| Delta: |
-0.72 |
| Theta: |
-0.01 |
| Omega: |
-3.94 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.45% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.560 |
| 1M High / 1M Low: |
0.740 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.638 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
