Soc. Generale Put 70 TOTB 21.03.2025
/ DE000SW8RP88
Soc. Generale Put 70 TOTB 21.03.2.../ DE000SW8RP88 /
| 10/11/2024 9:38:24 PM |
Chg.+0.010 |
Bid9:44:28 PM |
Ask9:44:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+1.15% |
0.880
Bid Size: 4,000 |
0.900
Ask Size: 4,000 |
TOTALENERGIES SE EO... |
70.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
SW8RP8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TOTALENERGIES SE EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
0.76 |
| Time value: |
0.13 |
| Break-even: |
61.10 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-4.70 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.880 |
| High: |
0.900 |
| Low: |
0.880 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.15% |
| 1 Month |
|
|
-17.76% |
| 3 Months |
|
|
+4.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.820 |
| 1M High / 1M Low: |
1.230 |
0.820 |
| 6M High / 6M Low: |
1.230 |
0.660 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.878 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.991 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.905 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.97% |
| Volatility 6M: |
|
96.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
