Soc. Generale Put 4450 S&P 500 Index 20.09.2024
/ DE000SQ429X4
Soc. Generale Put 4450 S&P 500 In.../ DE000SQ429X4 /
23/08/2024 21:41:27 |
Chg.-0.012 |
Bid21:59:03 |
Ask21:59:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
-25.00% |
0.035 Bid Size: 35,000 |
0.045 Ask Size: 35,000 |
- |
4,450.00 - |
20/09/2024 |
Put |
Master data
WKN: |
SQ429X |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4,450.00 - |
Maturity: |
20/09/2024 |
Issue date: |
05/12/2022 |
Last trading day: |
19/09/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-1,252.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.12 |
Parity: |
-11.85 |
Time value: |
0.05 |
Break-even: |
4,445.50 |
Moneyness: |
0.79 |
Premium: |
0.21 |
Premium p.a.: |
12.31 |
Spread abs.: |
0.01 |
Spread %: |
28.57% |
Delta: |
-0.02 |
Theta: |
-0.53 |
Omega: |
-22.62 |
Rho: |
-0.08 |
Quote data
Open: |
0.045 |
High: |
0.045 |
Low: |
0.036 |
Previous Close: |
0.048 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
-56.63% |
3 Months |
|
|
-78.82% |
YTD |
|
|
-96.44% |
1 Year |
|
|
-98.44% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.048 |
0.036 |
1M High / 1M Low: |
0.420 |
0.036 |
6M High / 6M Low: |
0.610 |
0.036 |
High (YTD): |
04/01/2024 |
1.170 |
Low (YTD): |
23/08/2024 |
0.036 |
52W High: |
27/10/2023 |
3.570 |
52W Low: |
23/08/2024 |
0.036 |
Avg. price 1W: |
|
0.041 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.106 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.236 |
Avg. volume 6M: |
|
62.992 |
Avg. price 1Y: |
|
0.950 |
Avg. volume 1Y: |
|
31.496 |
Volatility 1M: |
|
715.39% |
Volatility 6M: |
|
329.47% |
Volatility 1Y: |
|
244.21% |
Volatility 3Y: |
|
- |