Soc. Generale Put 7 PBB 20.09.2024
/ DE000SW1ZMG8
Soc. Generale Put 7 PBB 20.09.202.../ DE000SW1ZMG8 /
| 29/08/2024 18:09:23 |
Chg.-0.01 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
-0.50% |
-
Bid Size: - |
-
Ask Size: - |
DT.PFANDBRIEFBK AG |
7.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.94 |
| Implied volatility: |
1.15 |
| Historic volatility: |
0.41 |
| Parity: |
1.94 |
| Time value: |
0.09 |
| Break-even: |
4.97 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.84 |
| Theta: |
-0.01 |
| Omega: |
-2.10 |
| Rho: |
0.00 |
Quote data
| Open: |
1.99 |
| High: |
2.03 |
| Low: |
1.99 |
| Previous Close: |
2.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.31% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+6.95% |
| YTD |
|
|
+21.95% |
| 1 Year |
|
|
+55.04% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.23 |
2.01 |
| 1M High / 1M Low: |
2.41 |
1.95 |
| 6M High / 6M Low: |
4.26 |
1.56 |
| High (YTD): |
05/03/2024 |
4.26 |
| Low (YTD): |
18/07/2024 |
1.56 |
| 52W High: |
05/03/2024 |
4.26 |
| 52W Low: |
19/09/2023 |
1.16 |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.17 |
| Avg. volume 1Y: |
|
15.63 |
| Volatility 1M: |
|
68.85% |
| Volatility 6M: |
|
76.87% |
| Volatility 1Y: |
|
74.81% |
| Volatility 3Y: |
|
- |
