Soc. Generale Put 70 WFC 20.12.2024
/ DE000SJ12NJ7
Soc. Generale Put 70 WFC 20.12.20.../ DE000SJ12NJ7 /
| 11/15/2024 9:41:47 PM |
Chg.-0.014 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
-14.00% |
0.081
Bid Size: 15,000 |
0.091
Ask Size: 15,000 |
Wells Fargo and Comp... |
70.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
SJ12NJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Wells Fargo and Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
10/31/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-79.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
-0.41 |
| Time value: |
0.09 |
| Break-even: |
65.60 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.01 |
| Spread %: |
12.66% |
| Delta: |
-0.23 |
| Theta: |
-0.03 |
| Omega: |
-18.18 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.110 |
| High: |
0.130 |
| Low: |
0.086 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.74% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.086 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.109 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
