Soc. Generale Put 350 URI 20.09.2024
/ DE000SW3YCZ8
Soc. Generale Put 350 URI 20.09.2.../ DE000SW3YCZ8 /
| 7/5/2024 9:44:26 PM |
Chg.+0.048 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
+4800.00% |
0.049
Bid Size: 10,000 |
0.095
Ask Size: 10,000 |
United Rentals |
350.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
SW3YCZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/25/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-615.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.32 |
| Parity: |
-26.20 |
| Time value: |
0.10 |
| Break-even: |
321.94 |
| Moneyness: |
0.55 |
| Premium: |
0.45 |
| Premium p.a.: |
4.95 |
| Spread abs.: |
0.04 |
| Spread %: |
82.69% |
| Delta: |
-0.01 |
| Theta: |
-0.04 |
| Omega: |
-8.74 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.001 |
| High: |
0.082 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.48% |
| 1 Month |
|
|
-51.00% |
| 3 Months |
|
|
-65.00% |
| YTD |
|
|
-93.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.061 |
0.001 |
| 1M High / 1M Low: |
0.140 |
0.001 |
| 6M High / 6M Low: |
0.960 |
0.001 |
| High (YTD): |
1/5/2024 |
1.000 |
| Low (YTD): |
7/4/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.227 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
16,594.03% |
| Volatility 6M: |
|
12,059.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
