Soc. Generale Put 4.8 BSD2 20.06.2025
/ DE000SW992W5
Soc. Generale Put 4.8 BSD2 20.06..../ DE000SW992W5 /
| 9/17/2024 9:51:25 PM |
Chg.-0.020 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-2.90% |
0.680
Bid Size: 4,500 |
0.690
Ask Size: 4,500 |
BCO SANTANDER N.EO0,... |
4.80 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
SW992W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.80 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
0.36 |
| Time value: |
0.35 |
| Break-even: |
4.09 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
-0.50 |
| Theta: |
0.00 |
| Omega: |
-3.13 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.660 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.24% |
| 1 Month |
|
|
-21.18% |
| 3 Months |
|
|
-10.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.690 |
| 1M High / 1M Low: |
0.840 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.757 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
