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Soc. Generale Put 50 CMCSA 20.09..../  DE000SW38X68  /

Frankfurt Zert./SG
2024-07-08  6:56:36 PM Chg.+0.050 Bid7:22:13 PM Ask7:22:13 PM Underlying Strike price Expiration date Option type
1.160EUR +4.50% 1.160
Bid Size: 250,000		 1.170
Ask Size: 250,000		 Comcast Corporation 50.00 USD 2024-09-20 Put
 

Master data

WKN: SW38X6
Issuer: Société Générale
Currency: EUR
Underlying: Comcast Corporation
Type: Warrant
Option type: Put
Strike price: 50.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-03
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.09
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 1.12
Implied volatility: 0.48
Historic volatility: 0.20
Parity: 1.12
Time value: 0.01
Break-even: 34.89
Moneyness: 1.32
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.01
Spread %: 0.89%
Delta: -0.88
Theta: -0.01
Omega: -2.71
Rho: -0.08
 

Quote data

Open: 1.090
High: 1.160
Low: 1.090
Previous Close: 1.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.57%
1 Month  
+12.62%
3 Months  
+33.33%
YTD  
+87.10%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 1.060
1M High / 1M Low: 1.230 1.060
6M High / 6M Low: 1.230 0.440
High (YTD): 2024-06-18 1.230
Low (YTD): 2024-02-01 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   1.098
Avg. volume 1W:   0.000
Avg. price 1M:   1.128
Avg. volume 1M:   0.000
Avg. price 6M:   0.869
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.42%
Volatility 6M:   95.74%
Volatility 1Y:   -
Volatility 3Y:   -