Soc. Generale Put 28 DSY 20.12.2024
/ DE000SW9PAP8
Soc. Generale Put 28 DSY 20.12.20.../ DE000SW9PAP8 /
| 2024-08-08 10:00:53 AM |
Chg.+0.004 |
Bid10:32:24 AM |
Ask10:32:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
+6.15% |
0.070
Bid Size: 175,000 |
0.080
Ask Size: 175,000 |
Dassault Systemes SE |
28.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SW9PAP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Dassault Systemes SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
28.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-43.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
-0.55 |
| Time value: |
0.08 |
| Break-even: |
27.22 |
| Moneyness: |
0.83 |
| Premium: |
0.19 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.01 |
| Spread %: |
14.71% |
| Delta: |
-0.17 |
| Theta: |
-0.01 |
| Omega: |
-7.29 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.063 |
| High: |
0.069 |
| Low: |
0.063 |
| Previous Close: |
0.065 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.58% |
| 1 Month |
|
|
+32.69% |
| 3 Months |
|
|
+23.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.038 |
| 1M High / 1M Low: |
0.081 |
0.037 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
