Soc. Generale Put 400 LOR 20.09.2024
/ DE000SW1ZSH3
Soc. Generale Put 400 LOR 20.09.2.../ DE000SW1ZSH3 /
| 2024-07-30 10:03:37 AM |
Chg.+0.48 |
Bid1:28:04 PM |
Ask1:28:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.91EUR |
+33.57% |
2.13
Bid Size: 10,000 |
2.15
Ask Size: 10,000 |
L OREAL INH. E... |
400.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
SW1ZSH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-20.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.74 |
| Time value: |
1.15 |
| Break-even: |
381.10 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
1.07% |
| Delta: |
-0.53 |
| Theta: |
-0.13 |
| Omega: |
-11.06 |
| Rho: |
-0.32 |
Quote data
| Open: |
1.91 |
| High: |
1.91 |
| Low: |
1.91 |
| Previous Close: |
1.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.80% |
| 1 Month |
|
|
+19.38% |
| 3 Months |
|
|
+109.89% |
| YTD |
|
|
+26.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.80 |
1.25 |
| 1M High / 1M Low: |
1.80 |
0.93 |
| 6M High / 6M Low: |
1.95 |
0.37 |
| High (YTD): |
2024-01-17 |
2.10 |
| Low (YTD): |
2024-06-07 |
0.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
7.48 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.62% |
| Volatility 6M: |
|
304.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
