Soc. Generale Put 500 SLHN 20.09.2024
/ DE000SW13PP0
Soc. Generale Put 500 SLHN 20.09..../ DE000SW13PP0 /
| 2024-07-29 5:02:51 PM |
Chg.+0.004 |
Bid5:41:40 PM |
Ask5:41:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
+50.00% |
0.001
Bid Size: 10,000 |
0.025
Ask Size: 10,000 |
SWISS LIFE HOLDING A... |
500.00 CHF |
2024-09-20 |
Put |
Master data
| WKN: |
SW13PP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-314.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.19 |
| Parity: |
-1.72 |
| Time value: |
0.02 |
| Break-even: |
519.00 |
| Moneyness: |
0.75 |
| Premium: |
0.25 |
| Premium p.a.: |
3.67 |
| Spread abs.: |
0.01 |
| Spread %: |
83.33% |
| Delta: |
-0.04 |
| Theta: |
-0.10 |
| Omega: |
-13.08 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.001 |
| High: |
0.012 |
| Low: |
0.001 |
| Previous Close: |
0.008 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1100.00% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
-82.09% |
| YTD |
|
|
-94.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.008 |
0.001 |
| 1M High / 1M Low: |
0.010 |
0.001 |
| 6M High / 6M Low: |
0.130 |
0.001 |
| High (YTD): |
2024-01-03 |
0.220 |
| Low (YTD): |
2024-07-23 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.003 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.005 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.052 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,684.71% |
| Volatility 6M: |
|
1,047.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
