Soc. Generale Put 22 NVJP 20.12.2024
/ DE000SW9LPQ3
Soc. Generale Put 22 NVJP 20.12.2.../ DE000SW9LPQ3 /
28/08/2024 09:39:22 |
Chg.+0.02 |
Bid20:00:04 |
Ask20:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
1.06EUR |
+1.92% |
- Bid Size: - |
- Ask Size: - |
UMICORE S.A. |
22.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
SW9LPQ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
UMICORE S.A. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
22.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
26/04/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.04 |
Intrinsic value: |
1.04 |
Implied volatility: |
0.81 |
Historic volatility: |
0.35 |
Parity: |
1.04 |
Time value: |
0.00 |
Break-even: |
11.60 |
Moneyness: |
1.89 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.01 |
Spread %: |
0.97% |
Delta: |
-0.87 |
Theta: |
0.00 |
Omega: |
-0.98 |
Rho: |
-0.06 |
Quote data
Open: |
1.06 |
High: |
1.06 |
Low: |
1.06 |
Previous Close: |
1.04 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.75% |
1 Month |
|
|
+24.71% |
3 Months |
|
|
+165.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.09 |
1.04 |
1M High / 1M Low: |
1.11 |
0.90 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.07 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.03 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
29.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |