Soc. Generale Put 40 G1A 20.12.2024
/ DE000SW7C7S8
Soc. Generale Put 40 G1A 20.12.20.../ DE000SW7C7S8 /
07/08/2024 09:57:06 |
Chg.-0.040 |
Bid10:00:48 |
Ask10:00:48 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
-13.79% |
0.240 Bid Size: 20,000 |
0.250 Ask Size: 20,000 |
GEA GROUP AG |
40.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
SW7C7S |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
07/03/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-12.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.16 |
Implied volatility: |
0.26 |
Historic volatility: |
0.20 |
Parity: |
0.16 |
Time value: |
0.14 |
Break-even: |
37.00 |
Moneyness: |
1.04 |
Premium: |
0.04 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
3.45% |
Delta: |
-0.54 |
Theta: |
-0.01 |
Omega: |
-6.88 |
Rho: |
-0.09 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+38.89% |
1 Month |
|
|
+8.70% |
3 Months |
|
|
-35.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.180 |
1M High / 1M Low: |
0.300 |
0.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.248 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.230 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
164.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |