Soc. Generale Put 37 Ferrovial International SE 20.09.2024
/ DE000SW95HU4
Soc. Generale Put 37 Ferrovial In.../ DE000SW95HU4 /
| 7/26/2024 8:59:12 AM |
Chg.+0.010 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+8.33% |
-
Bid Size: - |
-
Ask Size: - |
- |
37.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
SW95HU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
37.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
5/9/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-48.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.05 |
| Historic volatility: |
0.42 |
| Parity: |
0.18 |
| Time value: |
-0.03 |
| Break-even: |
36.25 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
-0.85 |
| Theta: |
0.00 |
| Omega: |
-40.98 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-51.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.110 |
| 1M High / 1M Low: |
0.300 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
