Soc. Generale Put 8 PBB 20.09.2024
/ DE000SW1ZMH6
Soc. Generale Put 8 PBB 20.09.202.../ DE000SW1ZMH6 /
| 29/07/2024 16:28:30 |
Chg.+0.150 |
Bid17:05:12 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.010EUR |
+5.24% |
3.010
Bid Size: 4,000 |
-
Ask Size: - |
DT.PFANDBRIEFBK AG |
8.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
SW1ZMH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DT.PFANDBRIEFBK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.72 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
1.04 |
| Historic volatility: |
0.41 |
| Parity: |
2.72 |
| Time value: |
0.16 |
| Break-even: |
5.13 |
| Moneyness: |
1.51 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.80 |
| Theta: |
0.00 |
| Omega: |
-1.47 |
| Rho: |
-0.01 |
Quote data
| Open: |
2.830 |
| High: |
3.010 |
| Low: |
2.820 |
| Previous Close: |
2.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.58% |
| 1 Month |
|
|
-4.75% |
| 3 Months |
|
|
-25.50% |
| YTD |
|
|
+24.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.960 |
2.650 |
| 1M High / 1M Low: |
3.120 |
2.490 |
| 6M High / 6M Low: |
5.240 |
2.490 |
| High (YTD): |
05/03/2024 |
5.240 |
| Low (YTD): |
08/01/2024 |
2.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.743 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.611 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.46% |
| Volatility 6M: |
|
61.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
