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: |
|
- |
