Soc. Generale Put 6 EZJ 20.12.2024
/ DE000SW8SRV6
Soc. Generale Put 6 EZJ 20.12.202.../ DE000SW8SRV6 /
| 9/13/2024 9:32:28 AM |
Chg.+0.030 |
Bid9:36:00 AM |
Ask9:36:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
+2.34% |
1.310
Bid Size: 15,000 |
1.340
Ask Size: 15,000 |
Easyjet PLC ORD 27 2... |
6.00 GBP |
12/20/2024 |
Put |
Master data
| WKN: |
SW8SRV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Easyjet PLC ORD 27 2/7P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.00 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.35 |
| Parity: |
1.33 |
| Time value: |
0.02 |
| Break-even: |
5.76 |
| Moneyness: |
1.23 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
1.50% |
| Delta: |
-0.84 |
| Theta: |
0.00 |
| Omega: |
-3.59 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.270 |
| High: |
1.310 |
| Low: |
1.270 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.09% |
| 1 Month |
|
|
-30.32% |
| 3 Months |
|
|
-22.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.280 |
| 1M High / 1M Low: |
1.940 |
1.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.573 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
