Soc. Generale Put 70 NEE 20.09.2024
/ DE000SW3YBQ9
Soc. Generale Put 70 NEE 20.09.20.../ DE000SW3YBQ9 /
| 9/4/2024 9:16:32 AM |
Chg.+0.008 |
Bid7:48:01 AM |
Ask7:48:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
+800.00% |
0.001
Bid Size: 10,000 |
0.025
Ask Size: 10,000 |
NextEra Energy Inc |
70.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
SW3YBQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/25/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-361.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
-0.90 |
| Time value: |
0.02 |
| Break-even: |
63.16 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
14.29 |
| Spread abs.: |
0.01 |
| Spread %: |
100.00% |
| Delta: |
-0.07 |
| Theta: |
-0.03 |
| Omega: |
-23.93 |
| Rho: |
0.00 |
Quote data
| Open: |
0.009 |
| High: |
0.009 |
| Low: |
0.009 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-89.53% |
| 3 Months |
|
|
-94.00% |
| YTD |
|
|
-99.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.009 |
0.001 |
| 1M High / 1M Low: |
0.120 |
0.001 |
| 6M High / 6M Low: |
1.340 |
0.001 |
| High (YTD): |
2/14/2024 |
1.400 |
| Low (YTD): |
9/3/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.373 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,786.08% |
| Volatility 6M: |
|
1,158.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
