Soc. Generale Put 450 URI 20.09.2024
/ DE000SW3YC14
Soc. Generale Put 450 URI 20.09.2.../ DE000SW3YC14 /
| 2024-06-27 9:27:18 AM |
Chg.-0.120 |
Bid12:15:32 PM |
Ask12:15:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-30.77% |
0.290
Bid Size: 10,000 |
0.530
Ask Size: 10,000 |
United Rentals |
450.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SW3YC1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
450.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-131.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.32 |
| Parity: |
-16.84 |
| Time value: |
0.45 |
| Break-even: |
416.85 |
| Moneyness: |
0.71 |
| Premium: |
0.29 |
| Premium p.a.: |
2.02 |
| Spread abs.: |
0.04 |
| Spread %: |
9.76% |
| Delta: |
-0.06 |
| Theta: |
-0.10 |
| Omega: |
-8.42 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.73% |
| 1 Month |
|
|
+42.11% |
| 3 Months |
|
|
-44.90% |
| YTD |
|
|
-87.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.210 |
| 1M High / 1M Low: |
0.450 |
0.150 |
| 6M High / 6M Low: |
2.760 |
0.090 |
| High (YTD): |
2024-01-05 |
2.760 |
| Low (YTD): |
2024-05-16 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.834 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
573.34% |
| Volatility 6M: |
|
506.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
