Soc. Generale Put 20 VBK 20.12.2024
/ DE000SW9LPZ4
Soc. Generale Put 20 VBK 20.12.20.../ DE000SW9LPZ4 /
2024-07-03 10:36:50 AM |
Chg.-0.010 |
Bid3:48:38 PM |
Ask3:48:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
-2.04% |
0.450 Bid Size: 20,000 |
0.460 Ask Size: 20,000 |
VERBIO SE INH O.N. |
20.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
SW9LPZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
VERBIO SE INH O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-26 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.29 |
Implied volatility: |
0.70 |
Historic volatility: |
0.55 |
Parity: |
0.29 |
Time value: |
0.20 |
Break-even: |
15.10 |
Moneyness: |
1.17 |
Premium: |
0.12 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.01 |
Spread %: |
2.08% |
Delta: |
-0.52 |
Theta: |
-0.01 |
Omega: |
-1.82 |
Rho: |
-0.06 |
Quote data
Open: |
0.490 |
High: |
0.490 |
Low: |
0.480 |
Previous Close: |
0.490 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.13% |
1 Month |
|
|
+71.43% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.460 |
1M High / 1M Low: |
0.530 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.474 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.397 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
186.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |