Soc. Generale Put 45 RNL 20.12.2024
/ DE000SW7WZ98
Soc. Generale Put 45 RNL 20.12.20.../ DE000SW7WZ98 /
| 19/11/2024 13:24:38 |
Chg.+0.040 |
Bid16:22:41 |
Ask16:22:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+10.00% |
0.420
Bid Size: 50,000 |
0.430
Ask Size: 50,000 |
RENAULT INH. EO... |
45.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
SW7WZ9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
0.32 |
| Time value: |
0.07 |
| Break-even: |
41.10 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
-0.71 |
| Theta: |
-0.02 |
| Omega: |
-7.59 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.370 |
| High: |
0.440 |
| Low: |
0.370 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.32% |
| 1 Month |
|
|
-13.73% |
| 3 Months |
|
|
-12.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.400 |
| 1M High / 1M Low: |
0.500 |
0.300 |
| 6M High / 6M Low: |
0.880 |
0.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.422 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.425 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.94% |
| Volatility 6M: |
|
174.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
