Soc. Generale Put 70 SIX2 21.03.2025
/ DE000SW8GS13
Soc. Generale Put 70 SIX2 21.03.2.../ DE000SW8GS13 /
26/08/2024 08:12:14 |
Chg.0.000 |
Bid08:29:08 |
Ask08:29:08 |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
0.00% |
0.950 Bid Size: 4,000 |
1.000 Ask Size: 4,000 |
SIXT SE ST O.N. |
70.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
SW8GS1 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SIXT SE ST O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
70.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
03/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.85 |
Intrinsic value: |
0.57 |
Implied volatility: |
0.38 |
Historic volatility: |
0.31 |
Parity: |
0.57 |
Time value: |
0.42 |
Break-even: |
60.10 |
Moneyness: |
1.09 |
Premium: |
0.07 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
2.06% |
Delta: |
-0.53 |
Theta: |
-0.01 |
Omega: |
-3.46 |
Rho: |
-0.25 |
Quote data
Open: |
0.970 |
High: |
0.970 |
Low: |
0.970 |
Previous Close: |
0.970 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.49% |
1 Month |
|
|
-13.39% |
3 Months |
|
|
+29.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.060 |
0.940 |
1M High / 1M Low: |
1.270 |
0.940 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.998 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.105 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |