Soc. Generale Put 40 G1A 20.09.2024
/ DE000SW7C7R0
Soc. Generale Put 40 G1A 20.09.20.../ DE000SW7C7R0 /
| 8/7/2024 11:07:51 AM |
Chg.-0.050 |
Bid11:53:29 AM |
Ask11:53:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-25.00% |
0.140
Bid Size: 20,000 |
0.150
Ask Size: 20,000 |
GEA GROUP AG |
40.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-16.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.16 |
| Time value: |
0.07 |
| Break-even: |
37.70 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
9.52% |
| Delta: |
-0.63 |
| Theta: |
-0.01 |
| Omega: |
-10.51 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.52% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-55.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.099 |
| 1M High / 1M Low: |
0.220 |
0.099 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.144 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
