Soc. Generale Put 30 VBK 20.09.2024
/ DE000SW1ZFX7
Soc. Generale Put 30 VBK 20.09.20.../ DE000SW1ZFX7 /
8/23/2024 8:11:03 AM |
Chg.-0.01 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.14EUR |
-0.87% |
- Bid Size: - |
- Ask Size: - |
VERBIO SE INH O.N. |
30.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
SW1ZFX |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
VERBIO SE INH O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
8/8/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.16 |
Intrinsic value: |
1.16 |
Implied volatility: |
1.56 |
Historic volatility: |
0.55 |
Parity: |
1.16 |
Time value: |
0.05 |
Break-even: |
17.90 |
Moneyness: |
1.63 |
Premium: |
0.03 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.07 |
Spread %: |
6.14% |
Delta: |
-0.82 |
Theta: |
-0.03 |
Omega: |
-1.26 |
Rho: |
-0.02 |
Quote data
Open: |
1.14 |
High: |
1.14 |
Low: |
1.14 |
Previous Close: |
1.15 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.00% |
1 Month |
|
|
-5.79% |
3 Months |
|
|
+17.53% |
YTD |
|
|
+83.87% |
1 Year |
|
|
+165.12% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.15 |
1.01 |
1M High / 1M Low: |
1.42 |
1.01 |
6M High / 6M Low: |
1.42 |
0.73 |
High (YTD): |
8/5/2024 |
1.42 |
Low (YTD): |
1/2/2024 |
0.67 |
52W High: |
8/5/2024 |
1.42 |
52W Low: |
9/11/2023 |
0.36 |
Avg. price 1W: |
|
1.09 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.23 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.09 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.89 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
86.14% |
Volatility 6M: |
|
84.02% |
Volatility 1Y: |
|
93.23% |
Volatility 3Y: |
|
- |