Soc. Generale Put 45 SGM 20.09.2024
/ DE000SW1ZDE2
Soc. Generale Put 45 SGM 20.09.20.../ DE000SW1ZDE2 /
| 2024-07-05 9:47:09 PM |
Chg.-0.080 |
Bid9:59:26 PM |
Ask9:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-10.96% |
0.650
Bid Size: 7,000 |
0.670
Ask Size: 7,000 |
STMICROELECTRONICS |
45.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW1ZDE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
0.61 |
| Time value: |
0.05 |
| Break-even: |
38.40 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
-0.76 |
| Theta: |
-0.01 |
| Omega: |
-4.49 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.640 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.42% |
| 1 Month |
|
|
+30.00% |
| 3 Months |
|
|
-14.47% |
| YTD |
|
|
+35.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.650 |
| 1M High / 1M Low: |
0.870 |
0.480 |
| 6M High / 6M Low: |
0.940 |
0.440 |
| High (YTD): |
2024-04-19 |
0.940 |
| Low (YTD): |
2024-03-07 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.754 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.682 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.671 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.29% |
| Volatility 6M: |
|
122.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
