Soc. Generale Put 4 RR/ 20.06.2025
/ DE000SW980M1
Soc. Generale Put 4 RR/ 20.06.202.../ DE000SW980M1 /
05/08/2024 16:44:59 |
Chg.+0.090 |
Bid16:50:31 |
Ask16:50:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
+21.95% |
0.500 Bid Size: 90,000 |
0.520 Ask Size: 90,000 |
Rolls-Royce Holdings... |
4.00 GBP |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
13/05/2024 |
Last trading day: |
19/06/2025 |
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: |
0.530 |
Low: |
0.470 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.96% |
1 Month |
|
|
+4.17% |
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: |
|
- |