Soc. Generale Put 70 BNP 20.12.2024
/ DE000SW8L7M9
Soc. Generale Put 70 BNP 20.12.20.../ DE000SW8L7M9 /
| 2024-07-25 9:53:49 AM |
Chg.+0.060 |
Bid10:06:32 AM |
Ask10:06:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+8.33% |
0.790
Bid Size: 35,000 |
0.800
Ask Size: 35,000 |
BNP PARIBAS INH. ... |
70.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SW8L7M |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
0.59 |
| Time value: |
0.14 |
| Break-even: |
62.70 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
-0.64 |
| Theta: |
-0.01 |
| Omega: |
-5.62 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.730 |
| High: |
0.780 |
| Low: |
0.730 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.27% |
| 1 Month |
|
|
-21.21% |
| 3 Months |
|
|
-2.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.700 |
| 1M High / 1M Low: |
1.080 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.742 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.854 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
