Soc. Generale Put 7 PBB 20.09.2024
/ DE000SW1ZMG8
Soc. Generale Put 7 PBB 20.09.202.../ DE000SW1ZMG8 /
| 7/5/2024 9:37:03 PM |
Chg.-0.110 |
Bid9:58:37 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.750EUR |
-5.91% |
1.760
Bid Size: 2,000 |
-
Ask Size: - |
DT.PFANDBRIEFBK AG |
7.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
SW1ZMG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DT.PFANDBRIEFBK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.40 |
| Parity: |
1.50 |
| Time value: |
0.27 |
| Break-even: |
5.23 |
| Moneyness: |
1.27 |
| Premium: |
0.05 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.69 |
| Theta: |
0.00 |
| Omega: |
-2.14 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.830 |
| High: |
1.870 |
| Low: |
1.750 |
| Previous Close: |
1.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.45% |
| 1 Month |
|
|
+2.34% |
| 3 Months |
|
|
-44.44% |
| YTD |
|
|
+6.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.150 |
1.750 |
| 1M High / 1M Low: |
2.210 |
1.710 |
| 6M High / 6M Low: |
4.290 |
1.610 |
| High (YTD): |
2/22/2024 |
4.290 |
| Low (YTD): |
6/3/2024 |
1.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.003 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.680 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.05% |
| Volatility 6M: |
|
76.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
