Soc. Generale Put 35 8TRA 20.09.2024
/ DE000SW8J320
Soc. Generale Put 35 8TRA 20.09.2.../ DE000SW8J320 /
2024-07-31 6:01:22 PM |
Chg.-0.080 |
Bid6:49:55 PM |
Ask6:49:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
-12.70% |
0.540 Bid Size: 7,000 |
0.590 Ask Size: 7,000 |
TRATON SE INH O.N. |
35.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
SW8J32 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
TRATON SE INH O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
35.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-04-04 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.67 |
Implied volatility: |
0.49 |
Historic volatility: |
0.30 |
Parity: |
0.67 |
Time value: |
0.02 |
Break-even: |
28.10 |
Moneyness: |
1.24 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.05 |
Spread %: |
7.81% |
Delta: |
-0.85 |
Theta: |
-0.01 |
Omega: |
-3.48 |
Rho: |
-0.04 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.530 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+17.02% |
3 Months |
|
|
+30.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.550 |
1M High / 1M Low: |
0.630 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.594 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.483 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
188.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |