Soc. Generale Put 60 BNP 20.09.2024
/ DE000SW1ZK98
Soc. Generale Put 60 BNP 20.09.20.../ DE000SW1ZK98 /
| 6/28/2024 9:20:44 PM |
Chg.0.000 |
Bid9:58:58 PM |
Ask9:58:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
0.00% |
0.330
Bid Size: 9,100 |
0.350
Ask Size: 9,100 |
BNP PARIBAS INH. ... |
60.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.05 |
| Time value: |
0.29 |
| Break-even: |
56.60 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
-0.47 |
| Theta: |
-0.02 |
| Omega: |
-8.23 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.310 |
| High: |
0.360 |
| Low: |
0.310 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.03% |
| 1 Month |
|
|
+240.00% |
| 3 Months |
|
|
+9.68% |
| YTD |
|
|
-38.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.260 |
| 1M High / 1M Low: |
0.440 |
0.089 |
| 6M High / 6M Low: |
1.030 |
0.089 |
| High (YTD): |
2/13/2024 |
1.030 |
| Low (YTD): |
6/3/2024 |
0.089 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.243 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.444 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
400.97% |
| Volatility 6M: |
|
215.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
