Soc. Generale Put 60 BNP 20.09.2024
/ DE000SW1ZK98
Soc. Generale Put 60 BNP 20.09.20.../ DE000SW1ZK98 /
16/08/2024 11:43:01 |
Chg.-0.050 |
Bid21:24:03 |
Ask21:24:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
-27.78% |
0.120 Bid Size: 10,000 |
0.140 Ask Size: 10,000 |
BNP PARIBAS INH. ... |
60.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
SW1ZK9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
60.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
08/08/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-35.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
-0.05 |
Time value: |
0.17 |
Break-even: |
58.30 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.01 |
Spread %: |
6.25% |
Delta: |
-0.43 |
Theta: |
-0.03 |
Omega: |
-15.31 |
Rho: |
-0.03 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-45.83% |
1 Month |
|
|
-7.14% |
3 Months |
|
|
+30.00% |
YTD |
|
|
-76.36% |
1 Year |
|
|
-84.88% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.130 |
1M High / 1M Low: |
0.340 |
0.096 |
6M High / 6M Low: |
0.910 |
0.089 |
High (YTD): |
13/02/2024 |
1.030 |
Low (YTD): |
03/06/2024 |
0.089 |
52W High: |
30/10/2023 |
1.050 |
52W Low: |
03/06/2024 |
0.089 |
Avg. price 1W: |
|
0.196 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.178 |
Avg. volume 1M: |
|
869.565 |
Avg. price 6M: |
|
0.305 |
Avg. volume 6M: |
|
157.480 |
Avg. price 1Y: |
|
0.527 |
Avg. volume 1Y: |
|
78.125 |
Volatility 1M: |
|
341.98% |
Volatility 6M: |
|
266.31% |
Volatility 1Y: |
|
201.39% |
Volatility 3Y: |
|
- |