Soc. Generale Put 40 SGM 20.09.2024
/ DE000SW1ZDD4
Soc. Generale Put 40 SGM 20.09.20.../ DE000SW1ZDD4 /
| 2024-07-05 9:48:42 PM |
Chg.-0.050 |
Bid9:50:11 PM |
Ask9:50:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-14.71% |
0.290
Bid Size: 10,000 |
0.300
Ask Size: 10,000 |
STMICROELECTRONICS |
40.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW1ZDD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
0.11 |
| Time value: |
0.19 |
| Break-even: |
37.00 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
-0.51 |
| Theta: |
-0.01 |
| Omega: |
-6.67 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.280 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.56% |
| 1 Month |
|
|
+26.09% |
| 3 Months |
|
|
-32.56% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.290 |
| 1M High / 1M Low: |
0.460 |
0.210 |
| 6M High / 6M Low: |
0.550 |
0.210 |
| High (YTD): |
2024-04-19 |
0.550 |
| Low (YTD): |
2024-06-12 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.331 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.361 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.82% |
| Volatility 6M: |
|
149.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
