Soc. Generale Put 22 LDO 19.12.2024
/ DE000SW7UZ33
Soc. Generale Put 22 LDO 19.12.20.../ DE000SW7UZ33 /
| 08/10/2024 21:41:18 |
Chg.-0.010 |
Bid08/10/2024 |
Ask08/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-5.00% |
0.190
Bid Size: 15,000 |
0.200
Ask Size: 15,000 |
LEONARDO |
22.00 EUR |
19/12/2024 |
Put |
Master data
| WKN: |
SW7UZ3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 EUR |
| Maturity: |
19/12/2024 |
| Issue date: |
18/03/2024 |
| Last trading day: |
18/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.31 |
| Parity: |
0.10 |
| Time value: |
0.11 |
| Break-even: |
19.90 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
-0.55 |
| Theta: |
-0.01 |
| Omega: |
-5.50 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.180 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-20.83% |
| 3 Months |
|
|
+18.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.190 |
| 1M High / 1M Low: |
0.270 |
0.190 |
| 6M High / 6M Low: |
0.270 |
0.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.219 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.191 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.26% |
| Volatility 6M: |
|
172.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
