Soc. Generale Put 60 NDA 20.09.2024
/ DE000SW1ZJN0
Soc. Generale Put 60 NDA 20.09.20.../ DE000SW1ZJN0 /
30/08/2024 18:09:21 |
Chg.-0.006 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.024EUR |
-20.00% |
- Bid Size: - |
- Ask Size: - |
AURUBIS AG |
60.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
SW1ZJN |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
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: |
-195.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.33 |
Parity: |
-0.83 |
Time value: |
0.04 |
Break-even: |
59.65 |
Moneyness: |
0.88 |
Premium: |
0.13 |
Premium p.a.: |
7.81 |
Spread abs.: |
0.01 |
Spread %: |
40.00% |
Delta: |
-0.10 |
Theta: |
-0.03 |
Omega: |
-19.12 |
Rho: |
0.00 |
Quote data
Open: |
0.030 |
High: |
0.030 |
Low: |
0.022 |
Previous Close: |
0.030 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-46.67% |
1 Month |
|
|
-66.67% |
3 Months |
|
|
-81.54% |
YTD |
|
|
-93.14% |
1 Year |
|
|
-95.71% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.040 |
0.024 |
1M High / 1M Low: |
0.270 |
0.024 |
6M High / 6M Low: |
0.660 |
0.024 |
High (YTD): |
13/02/2024 |
0.680 |
Low (YTD): |
30/08/2024 |
0.024 |
52W High: |
13/02/2024 |
0.680 |
52W Low: |
30/08/2024 |
0.024 |
Avg. price 1W: |
|
0.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.105 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.196 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.334 |
Avg. volume 1Y: |
|
6.275 |
Volatility 1M: |
|
672.33% |
Volatility 6M: |
|
361.11% |
Volatility 1Y: |
|
265.78% |
Volatility 3Y: |
|
- |