Soc. Generale Put 32 DSY 20.12.2024
/ DE000SW7C7G3
Soc. Generale Put 32 DSY 20.12.20.../ DE000SW7C7G3 /
| 11/15/2024 1:12:30 PM |
Chg.+0.036 |
Bid11/15/2024 |
Ask11/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+42.86% |
0.120
Bid Size: 100,000 |
0.130
Ask Size: 100,000 |
Dassault Systemes SE |
32.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SW7C7G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Dassault Systemes SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-32.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-0.03 |
| Time value: |
0.10 |
| Break-even: |
31.02 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
11.36% |
| Delta: |
-0.43 |
| Theta: |
-0.02 |
| Omega: |
-14.19 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.092 |
| High: |
0.130 |
| Low: |
0.092 |
| Previous Close: |
0.084 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.85% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-7.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.070 |
| 1M High / 1M Low: |
0.140 |
0.070 |
| 6M High / 6M Low: |
0.190 |
0.057 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.083 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.122 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.43% |
| Volatility 6M: |
|
212.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
