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Soc. Generale Put 40 SGM 20.09.20.../  DE000SW1ZDD4  /

Frankfurt Zert./SG
9/4/2024  11:05:26 AM Chg.+0.050 Bid11:14:25 AM Ask11:14:25 AM Underlying Strike price Expiration date Option type
1.330EUR +3.91% 1.320
Bid Size: 70,000		 1.330
Ask Size: 70,000		 STMICROELECTRONICS 40.00 EUR 9/20/2024 Put
 

Master data

WKN: SW1ZDD
Issuer: Société Générale
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 40.00 EUR
Maturity: 9/20/2024
Issue date: 8/8/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.07
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 1.26
Implied volatility: 1.54
Historic volatility: 0.32
Parity: 1.26
Time value: 0.06
Break-even: 26.80
Moneyness: 1.46
Premium: 0.02
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 0.76%
Delta: -0.84
Theta: -0.06
Omega: -1.75
Rho: -0.02
 

Quote data

Open: 1.280
High: 1.330
Low: 1.280
Previous Close: 1.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.83%
1 Month  
+9.02%
3 Months  
+329.03%
YTD  
+358.62%
1 Year  
+209.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.280 1.100
1M High / 1M Low: 1.380 1.100
6M High / 6M Low: 1.380 0.210
High (YTD): 8/7/2024 1.380
Low (YTD): 6/12/2024 0.210
52W High: 8/7/2024 1.380
52W Low: 6/12/2024 0.210
Avg. price 1W:   1.168
Avg. volume 1W:   0.000
Avg. price 1M:   1.226
Avg. volume 1M:   0.000
Avg. price 6M:   0.538
Avg. volume 6M:   0.000
Avg. price 1Y:   0.479
Avg. volume 1Y:   0.000
Volatility 1M:   83.67%
Volatility 6M:   213.73%
Volatility 1Y:   169.05%
Volatility 3Y:   -