Soc. Generale Put 70 NDA 21.03.2025
/ DE000SW8L7B2
Soc. Generale Put 70 NDA 21.03.20.../ DE000SW8L7B2 /
7/31/2024 6:14:28 PM |
Chg.-0.070 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.740EUR |
-8.64% |
- Bid Size: - |
- Ask Size: - |
AURUBIS AG |
70.00 EUR |
3/21/2025 |
Put |
Master data
WKN: |
SW8L7B |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
4/5/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.32 |
Parity: |
-0.07 |
Time value: |
0.82 |
Break-even: |
61.80 |
Moneyness: |
0.99 |
Premium: |
0.13 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
1.23% |
Delta: |
-0.40 |
Theta: |
-0.02 |
Omega: |
-3.41 |
Rho: |
-0.23 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.730 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.63% |
1 Month |
|
|
+23.33% |
3 Months |
|
|
0.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.740 |
1M High / 1M Low: |
0.810 |
0.540 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.766 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.657 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |