Soc. Generale Put 50 RNL 20.12.2024
/ DE000SW8V2A3
Soc. Generale Put 50 RNL 20.12.20.../ DE000SW8V2A3 /
| 2024-11-19 9:33:10 AM |
Chg.+0.030 |
Bid4:03:55 PM |
Ask4:03:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+3.66% |
0.890
Bid Size: 40,000 |
0.900
Ask Size: 40,000 |
RENAULT INH. EO... |
50.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SW8V2A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-4.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.29 |
| Parity: |
0.82 |
| Time value: |
0.02 |
| Break-even: |
41.60 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
-0.87 |
| Theta: |
-0.02 |
| Omega: |
-4.35 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.60% |
| 3 Months |
|
|
-1.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.820 |
| 1M High / 1M Low: |
0.950 |
0.670 |
| 6M High / 6M Low: |
1.370 |
0.320 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.850 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.747 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.54% |
| Volatility 6M: |
|
141.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
