Soc. Generale Put 4.8 BSD2 20.06.2025
/ DE000SW992W5
Soc. Generale Put 4.8 BSD2 20.06..../ DE000SW992W5 /
18/10/2024 21:40:19 |
Chg.-0.020 |
Bid18/10/2024 |
Ask18/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
-3.28% |
0.590 Bid Size: 5,100 |
0.610 Ask Size: 5,100 |
BCO SANTANDER N.EO0,... |
4.80 EUR |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
13/05/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.38 |
Historic volatility: |
0.24 |
Parity: |
0.22 |
Time value: |
0.41 |
Break-even: |
4.17 |
Moneyness: |
1.05 |
Premium: |
0.09 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
1.61% |
Delta: |
-0.47 |
Theta: |
0.00 |
Omega: |
-3.42 |
Rho: |
-0.02 |
Quote data
Open: |
0.610 |
High: |
0.630 |
Low: |
0.590 |
Previous Close: |
0.610 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.35% |
1 Month |
|
|
-10.61% |
3 Months |
|
|
-15.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.630 |
0.610 |
1M High / 1M Low: |
0.750 |
0.600 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.614 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.647 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.61% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |