Soc. Generale Put 4.25 TNE5 20.12.2024
/ DE000SW9FXN6
Soc. Generale Put 4.25 TNE5 20.12.../ DE000SW9FXN6 /
10/09/2024 08:45:44 |
Chg.+0.020 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
+8.70% |
- Bid Size: - |
- Ask Size: - |
TELEFONICA INH. ... |
4.25 - |
20/12/2024 |
Put |
Master data
WKN: |
SW9FXN |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
TELEFONICA INH. EO 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4.25 - |
Maturity: |
20/12/2024 |
Issue date: |
24/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-16.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.05 |
Implied volatility: |
0.29 |
Historic volatility: |
0.17 |
Parity: |
0.05 |
Time value: |
0.22 |
Break-even: |
3.99 |
Moneyness: |
1.01 |
Premium: |
0.05 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
4.00% |
Delta: |
-0.47 |
Theta: |
0.00 |
Omega: |
-7.63 |
Rho: |
-0.01 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.71% |
1 Month |
|
|
-34.21% |
3 Months |
|
|
-10.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.230 |
1M High / 1M Low: |
0.360 |
0.230 |
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: |
|
0.314 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |