Soc. Generale Put 6 EZJ 21.03.2025
/ DE000SW8SRW4
Soc. Generale Put 6 EZJ 21.03.202.../ DE000SW8SRW4 /
| 11/19/2024 3:50:13 PM |
Chg.+0.110 |
Bid11/19/2024 |
Ask11/19/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
+10.00% |
1.210
Bid Size: 15,000 |
1.230
Ask Size: 15,000 |
Easyjet PLC ORD 27 2... |
6.00 GBP |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.34 |
| Parity: |
0.97 |
| Time value: |
0.20 |
| Break-even: |
6.01 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.74% |
| Delta: |
-0.68 |
| Theta: |
0.00 |
| Omega: |
-3.59 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.080 |
| High: |
1.230 |
| Low: |
1.080 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.08% |
| 1 Month |
|
|
+1.68% |
| 3 Months |
|
|
-37.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
1.000 |
| 1M High / 1M Low: |
1.260 |
0.970 |
| 6M High / 6M Low: |
2.010 |
0.970 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.532 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.54% |
| Volatility 6M: |
|
82.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
