Soc. Generale Put 6 EZJ 21.03.2025
/ DE000SW8SRW4
Soc. Generale Put 6 EZJ 21.03.202.../ DE000SW8SRW4 /
| 2024-09-13 9:38:03 AM |
Chg.+0.030 |
Bid2024-09-13 |
Ask2024-09-13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.430EUR |
+2.14% |
1.430
Bid Size: 15,000 |
1.450
Ask Size: 15,000 |
Easyjet PLC ORD 27 2... |
6.00 GBP |
2025-03-21 |
Put |
Master data
| WKN: |
SW8SRW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Easyjet PLC ORD 27 2/7P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6.00 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.35 |
| Parity: |
1.36 |
| Time value: |
0.09 |
| Break-even: |
5.66 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
1.40% |
| Delta: |
-0.73 |
| Theta: |
0.00 |
| Omega: |
-2.89 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.380 |
| High: |
1.430 |
| Low: |
1.380 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.92% |
| 1 Month |
|
|
-25.91% |
| 3 Months |
|
|
-18.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
1.400 |
| 1M High / 1M Low: |
1.930 |
1.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.458 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.657 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
