Soc. Generale Put 35 CRIN 20.03.2025
/ DE000SW7ZMS0
Soc. Generale Put 35 CRIN 20.03.2.../ DE000SW7ZMS0 /
| 2024-12-23 9:37:46 PM |
Chg.-0.010 |
Bid9:56:40 PM |
Ask9:56:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-9.09% |
0.098
Bid Size: 20,000 |
0.110
Ask Size: 20,000 |
UNICREDIT |
35.00 EUR |
2025-03-20 |
Put |
Master data
| WKN: |
SW7ZMS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
2025-03-20 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2025-03-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-34.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
-0.27 |
| Time value: |
0.11 |
| Break-even: |
33.90 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
13.40% |
| Delta: |
-0.28 |
| Theta: |
-0.01 |
| Omega: |
-9.47 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.100 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.64% |
| 1 Month |
|
|
-44.44% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.088 |
| 1M High / 1M Low: |
0.190 |
0.081 |
| 6M High / 6M Low: |
0.480 |
0.078 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.119 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.206 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.18% |
| Volatility 6M: |
|
182.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
