Soc. Generale Put 4.2 BSD2 20.12.2024
/ DE000SW7HW74
Soc. Generale Put 4.2 BSD2 20.12..../ DE000SW7HW74 /
| 08/07/2024 11:00:20 |
Chg.-0.030 |
Bid08/07/2024 |
Ask08/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-12.00% |
0.220
Bid Size: 125,000 |
0.230
Ask Size: 125,000 |
BCO SANTANDER N.EO0,... |
4.20 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
SW7HW7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.20 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
11/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
-0.25 |
| Time value: |
0.25 |
| Break-even: |
3.95 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
-0.33 |
| Theta: |
0.00 |
| Omega: |
-5.89 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.220 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
-26.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.230 |
| 1M High / 1M Low: |
0.330 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.281 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
