Soc. Generale Put 5 BSD2 20.12.2024
/ DE000SW9LE45
Soc. Generale Put 5 BSD2 20.12.20.../ DE000SW9LE45 /
| 15/08/2024 10:02:48 |
Chg.-0.010 |
Bid21:42:24 |
Ask21:42:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-1.02% |
0.870
Bid Size: 3,500 |
0.890
Ask Size: 3,500 |
BCO SANTANDER N.EO0,... |
5.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
SW9LE4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
26/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.23 |
| Parity: |
0.90 |
| Time value: |
0.08 |
| Break-even: |
4.02 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
-0.74 |
| Theta: |
0.00 |
| Omega: |
-3.08 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.90% |
| 1 Month |
|
|
+38.57% |
| 3 Months |
|
|
+86.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.980 |
| 1M High / 1M Low: |
1.080 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.992 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.808 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
