Soc. Generale Put 50 WAF 21.03.2025
/ DE000SW9R2S0
Soc. Generale Put 50 WAF 21.03.20.../ DE000SW9R2S0 /
| 1/15/2025 4:07:07 PM |
Chg.-0.080 |
Bid4:19:47 PM |
Ask4:19:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-9.88% |
0.720
Bid Size: 6,000 |
0.730
Ask Size: 6,000 |
SILTRONIC AG NA O.N. |
50.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
SW9R2S |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SILTRONIC AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/30/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.30 |
| Parity: |
0.75 |
| Time value: |
0.08 |
| Break-even: |
41.70 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
-0.76 |
| Theta: |
-0.02 |
| Omega: |
-3.89 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.800 |
| High: |
0.810 |
| Low: |
0.730 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.67% |
| 1 Month |
|
|
+73.81% |
| 3 Months |
|
|
+160.71% |
| YTD |
|
|
+25.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.670 |
| 1M High / 1M Low: |
0.810 |
0.450 |
| 6M High / 6M Low: |
0.810 |
0.130 |
| High (YTD): |
1/14/2025 |
0.810 |
| Low (YTD): |
1/6/2025 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.624 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.334 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.46% |
| Volatility 6M: |
|
156.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
