Soc. Generale Put 70 TOTB 20.09.2024
/ DE000SW8RP47
Soc. Generale Put 70 TOTB 20.09.2.../ DE000SW8RP47 /
| 9/9/2024 8:08:27 AM |
Chg.0.000 |
Bid7:42:41 PM |
Ask7:42:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
0.00% |
0.900
Bid Size: 3,400 |
0.940
Ask Size: 3,400 |
TOTALENERGIES SE EO... |
70.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
SW8RP4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TOTALENERGIES SE EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
4/9/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.18 |
| Parity: |
1.01 |
| Time value: |
0.02 |
| Break-even: |
59.70 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.98% |
| Delta: |
-0.92 |
| Theta: |
-0.04 |
| Omega: |
-5.33 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.68% |
| 1 Month |
|
|
+4.44% |
| 3 Months |
|
|
+54.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.760 |
| 1M High / 1M Low: |
0.960 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.798 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
