Soc. Generale Put 4 RR/ 20.09.2024
/ DE000SW7HUD3
Soc. Generale Put 4 RR/ 20.09.202.../ DE000SW7HUD3 /
| 8/6/2024 9:50:09 AM |
Chg.+0.016 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+17.02% |
-
Bid Size: - |
-
Ask Size: - |
Rolls-Royce Holdings... |
4.00 GBP |
9/20/2024 |
Put |
Master data
| WKN: |
SW7HUD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.00 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
3/11/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-34.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.37 |
| Parity: |
-0.44 |
| Time value: |
0.15 |
| Break-even: |
4.52 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
1.43 |
| Spread abs.: |
0.02 |
| Spread %: |
15.38% |
| Delta: |
-0.26 |
| Theta: |
0.00 |
| Omega: |
-8.88 |
| Rho: |
0.00 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.094 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.67% |
| 1 Month |
|
|
-15.38% |
| 3 Months |
|
|
-70.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.050 |
| 1M High / 1M Low: |
0.210 |
0.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
402.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
