Soc. Generale Put 4.5 RR/ 21.03.2025
/ DE000SW980K5
Soc. Generale Put 4.5 RR/ 21.03.2.../ DE000SW980K5 /
| 2024-07-10 9:48:14 PM |
Chg.-0.020 |
Bid2024-07-10 |
Ask2024-07-10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-3.13% |
0.620
Bid Size: 5,000 |
0.640
Ask Size: 5,000 |
Rolls-Royce Holdings... |
4.50 GBP |
2025-03-21 |
Put |
Master data
| WKN: |
SW980K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.50 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.42 |
| Parity: |
0.04 |
| Time value: |
0.62 |
| Break-even: |
4.66 |
| Moneyness: |
1.01 |
| Premium: |
0.12 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
3.13% |
| Delta: |
-0.41 |
| Theta: |
0.00 |
| Omega: |
-3.29 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.640 |
| High: |
0.660 |
| Low: |
0.610 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.64% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.580 |
| 1M High / 1M Low: |
0.660 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.605 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
