Soc. Generale Put 40 DSY 20.06.2025
/ DE000SW994S9
Soc. Generale Put 40 DSY 20.06.20.../ DE000SW994S9 /
13/09/2024 16:39:42 |
Chg.0.000 |
Bid17:14:01 |
Ask17:14:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
0.00% |
0.570 Bid Size: 100,000 |
0.580 Ask Size: 100,000 |
Dassault Systemes SE |
40.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
SW994S |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Dassault Systemes SE |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
13/05/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.42 |
Implied volatility: |
0.31 |
Historic volatility: |
0.24 |
Parity: |
0.42 |
Time value: |
0.16 |
Break-even: |
34.20 |
Moneyness: |
1.12 |
Premium: |
0.04 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
1.75% |
Delta: |
-0.57 |
Theta: |
0.00 |
Omega: |
-3.53 |
Rho: |
-0.20 |
Quote data
Open: |
0.580 |
High: |
0.590 |
Low: |
0.560 |
Previous Close: |
0.570 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-21.92% |
1 Month |
|
|
-20.83% |
3 Months |
|
|
-8.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.730 |
0.570 |
1M High / 1M Low: |
0.770 |
0.570 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.650 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.672 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |