Soc. Generale Put 40 SGM 20.09.2024
/ DE000SW1ZDD4
Soc. Generale Put 40 SGM 20.09.20.../ DE000SW1ZDD4 /
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: |
|
- |