Soc. Generale Put 60 SAX 21.03.2025
/ DE000SW8Y1F1
Soc. Generale Put 60 SAX 21.03.20.../ DE000SW8Y1F1 /
| 2024-11-14 4:21:55 PM |
Chg.+0.08 |
Bid4:59:04 PM |
Ask4:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
+7.34% |
1.17
Bid Size: 4,000 |
1.20
Ask Size: 4,000 |
STROEER SE + CO. KGA... |
60.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
SW8Y1F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.21 |
| Parity: |
1.08 |
| Time value: |
0.07 |
| Break-even: |
48.50 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
4.55% |
| Delta: |
-0.77 |
| Theta: |
-0.01 |
| Omega: |
-3.28 |
| Rho: |
-0.17 |
Quote data
| Open: |
1.11 |
| High: |
1.17 |
| Low: |
1.10 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.05% |
| 1 Month |
|
|
+74.63% |
| 3 Months |
|
|
+88.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
0.86 |
| 1M High / 1M Low: |
1.13 |
0.55 |
| 6M High / 6M Low: |
1.13 |
0.43 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.37% |
| Volatility 6M: |
|
108.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
