Soc. Generale Put 4 RR/ 20.06.2025
/ DE000SW980M1
Soc. Generale Put 4 RR/ 20.06.202.../ DE000SW980M1 /
| 2024-08-05 10:44:32 AM |
Chg.+0.070 |
Bid11:09:16 AM |
Ask11:09:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+17.07% |
0.500
Bid Size: 90,000 |
0.520
Ask Size: 90,000 |
Rolls-Royce Holdings... |
4.00 GBP |
2025-06-20 |
Put |
Master data
| WKN: |
SW980M |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.00 GBP |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.36 |
| Parity: |
-0.68 |
| Time value: |
0.43 |
| Break-even: |
4.26 |
| Moneyness: |
0.87 |
| Premium: |
0.21 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
4.88% |
| Delta: |
-0.27 |
| Theta: |
0.00 |
| Omega: |
-3.35 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.470 |
| High: |
0.490 |
| Low: |
0.470 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.400 |
| 1M High / 1M Low: |
0.530 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.458 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.481 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
