Soc. Generale Put 40 G1A 20.09.2024
/ DE000SW7C7R0
Soc. Generale Put 40 G1A 20.09.20.../ DE000SW7C7R0 /
| 2024-07-11 10:56:17 AM |
Chg.+0.010 |
Bid11:27:34 AM |
Ask11:27:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+5.56% |
0.200
Bid Size: 15,000 |
0.210
Ask Size: 15,000 |
GEA GROUP AG |
40.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW7C7R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-20.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.07 |
| Time value: |
0.12 |
| Break-even: |
38.10 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
-0.52 |
| Theta: |
-0.01 |
| Omega: |
-10.72 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.170 |
| High: |
0.190 |
| Low: |
0.170 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.67% |
| 1 Month |
|
|
-34.48% |
| 3 Months |
|
|
-48.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.150 |
| 1M High / 1M Low: |
0.310 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.214 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
