Soc. Generale Put 60 BNP 20.06.2025
/ DE000SW99294
Soc. Generale Put 60 BNP 20.06.20.../ DE000SW99294 /
04/07/2024 20:20:14 |
Chg.-0.030 |
Bid20:41:48 |
Ask20:41:48 |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
-5.45% |
0.520 Bid Size: 7,000 |
0.540 Ask Size: 7,000 |
BNP PARIBAS INH. ... |
60.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
SW9929 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
13/05/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-11.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.23 |
Parity: |
-0.27 |
Time value: |
0.57 |
Break-even: |
54.30 |
Moneyness: |
0.96 |
Premium: |
0.13 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
1.79% |
Delta: |
-0.34 |
Theta: |
-0.01 |
Omega: |
-3.76 |
Rho: |
-0.26 |
Quote data
Open: |
0.540 |
High: |
0.540 |
Low: |
0.510 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-28.77% |
1 Month |
|
|
+13.04% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.730 |
0.550 |
1M High / 1M Low: |
0.800 |
0.460 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.644 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.641 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |