Soc. Generale Put 4.5 RR/ 20.06.2025
/ DE000SW980N9
Soc. Generale Put 4.5 RR/ 20.06.2.../ DE000SW980N9 /
| 15/11/2024 09:37:13 |
Chg.+0.020 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+6.90% |
-
Bid Size: - |
-
Ask Size: - |
Rolls-Royce Holdings... |
4.50 GBP |
20/06/2025 |
Put |
Master data
| WKN: |
SW980N |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.50 GBP |
| Maturity: |
20/06/2025 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.36 |
| Parity: |
-1.15 |
| Time value: |
0.33 |
| Break-even: |
5.06 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
-0.22 |
| Theta: |
0.00 |
| Omega: |
-4.27 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.33% |
| 1 Month |
|
|
+6.90% |
| 3 Months |
|
|
-39.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.260 |
| 1M High / 1M Low: |
0.320 |
0.240 |
| 6M High / 6M Low: |
0.990 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.293 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.564 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.87% |
| Volatility 6M: |
|
103.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
