Soc. Generale Put 450 AVS 20.09.2024
/ DE000SW7TLY3
Soc. Generale Put 450 AVS 20.09.2.../ DE000SW7TLY3 /
7/9/2024 9:15:47 AM |
Chg.-0.001 |
Bid5:26:19 PM |
Ask5:26:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.050EUR |
-1.96% |
0.048 Bid Size: 60,000 |
0.058 Ask Size: 60,000 |
ASM INTL N.V. E... |
450.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
SW7TLY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ASM INTL N.V. EO-,04 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
450.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
3/15/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
50:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-232.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.64 |
Historic volatility: |
0.37 |
Parity: |
-5.40 |
Time value: |
0.06 |
Break-even: |
446.90 |
Moneyness: |
0.63 |
Premium: |
0.38 |
Premium p.a.: |
3.99 |
Spread abs.: |
0.01 |
Spread %: |
19.23% |
Delta: |
-0.03 |
Theta: |
-0.10 |
Omega: |
-8.00 |
Rho: |
-0.06 |
Quote data
Open: |
0.050 |
High: |
0.050 |
Low: |
0.050 |
Previous Close: |
0.051 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.56% |
1 Month |
|
|
-47.37% |
3 Months |
|
|
-86.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.072 |
0.051 |
1M High / 1M Low: |
0.091 |
0.051 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.060 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.072 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |