Soc. Generale Put 4.75 BSD2 20.12.2024
/ DE000SW9JYJ4
Soc. Generale Put 4.75 BSD2 20.12.../ DE000SW9JYJ4 /
| 7/26/2024 9:49:50 AM |
Chg.+0.040 |
Bid11:42:39 AM |
Ask11:42:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+9.30% |
0.470
Bid Size: 70,000 |
0.480
Ask Size: 70,000 |
BCO SANTANDER N.EO0,... |
4.75 - |
12/20/2024 |
Put |
Master data
| WKN: |
SW9JYJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.75 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/25/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-9.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
0.20 |
| Time value: |
0.27 |
| Break-even: |
4.28 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
-0.51 |
| Theta: |
0.00 |
| Omega: |
-4.91 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.00% |
| 1 Month |
|
|
-21.67% |
| 3 Months |
|
|
+2.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.400 |
| 1M High / 1M Low: |
0.600 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.514 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
