Soc. Generale Put 70 NDA 20.09.2024
/ DE000SW1ZJP5
Soc. Generale Put 70 NDA 20.09.20.../ DE000SW1ZJP5 /
03/09/2024 18:09:20 |
Chg.+0.120 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
+41.38% |
- Bid Size: - |
- Ask Size: - |
AURUBIS AG |
70.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
SW1ZJP |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
08/08/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-22.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.16 |
Implied volatility: |
0.38 |
Historic volatility: |
0.32 |
Parity: |
0.16 |
Time value: |
0.15 |
Break-even: |
66.90 |
Moneyness: |
1.02 |
Premium: |
0.02 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.02 |
Spread %: |
6.90% |
Delta: |
-0.59 |
Theta: |
-0.06 |
Omega: |
-12.93 |
Rho: |
-0.02 |
Quote data
Open: |
0.270 |
High: |
0.420 |
Low: |
0.270 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+36.67% |
1 Month |
|
|
+2.50% |
3 Months |
|
|
+13.89% |
YTD |
|
|
-39.71% |
1 Year |
|
|
-56.84% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.290 |
1M High / 1M Low: |
0.890 |
0.290 |
6M High / 6M Low: |
1.320 |
0.170 |
High (YTD): |
05/03/2024 |
1.320 |
Low (YTD): |
12/07/2024 |
0.170 |
52W High: |
05/03/2024 |
1.320 |
52W Low: |
12/07/2024 |
0.170 |
Avg. price 1W: |
|
0.320 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.527 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.515 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.696 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
159.66% |
Volatility 6M: |
|
264.85% |
Volatility 1Y: |
|
197.49% |
Volatility 3Y: |
|
- |