Soc. Generale Put 3.5 RR/ 20.06.2025
/ DE000SW980L3
Soc. Generale Put 3.5 RR/ 20.06.2.../ DE000SW980L3 /
2024-08-05 9:46:51 AM |
Chg.+0.060 |
Bid12:50:40 PM |
Ask12:50:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
+25.00% |
0.320 Bid Size: 90,000 |
0.350 Ask Size: 90,000 |
Rolls-Royce Holdings... |
3.50 GBP |
2025-06-20 |
Put |
Master data
WKN: |
SW980L |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.50 GBP |
Maturity: |
2025-06-20 |
Issue date: |
2024-05-13 |
Last trading day: |
2025-06-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-19.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.36 |
Parity: |
-1.27 |
Time value: |
0.27 |
Break-even: |
3.84 |
Moneyness: |
0.76 |
Premium: |
0.29 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.02 |
Spread %: |
8.00% |
Delta: |
-0.18 |
Theta: |
0.00 |
Omega: |
-3.55 |
Rho: |
-0.01 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.300 |
Previous Close: |
0.240 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+3.45% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.220 |
1M High / 1M Low: |
0.340 |
0.220 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.276 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.300 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
152.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |