Soc. Generale Put 350 LOR 20.09.2024
/ DE000SW1ZSG5
Soc. Generale Put 350 LOR 20.09.2.../ DE000SW1ZSG5 /
| 2024-07-29 8:13:28 AM |
Chg.-0.080 |
Bid5:00:57 PM |
Ask5:00:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-26.67% |
0.320
Bid Size: 20,000 |
0.330
Ask Size: 20,000 |
L OREAL INH. E... |
350.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
SW1ZSG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-153.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
-4.88 |
| Time value: |
0.26 |
| Break-even: |
347.40 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
-0.11 |
| Theta: |
-0.08 |
| Omega: |
-16.92 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-18.52% |
| 3 Months |
|
|
-31.25% |
| YTD |
|
|
-69.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.220 |
| 1M High / 1M Low: |
0.330 |
0.140 |
| 6M High / 6M Low: |
0.710 |
0.110 |
| High (YTD): |
2024-01-17 |
0.920 |
| Low (YTD): |
2024-06-10 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.249 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.355 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.36% |
| Volatility 6M: |
|
215.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
