Soc. Generale Put 8 PBB 20.09.2024
/ DE000SW1ZMH6
Soc. Generale Put 8 PBB 20.09.202.../ DE000SW1ZMH6 /
| 8/29/2024 12:05:42 PM |
Chg.-0.02 |
Bid12:25:29 PM |
Ask12:25:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.97EUR |
-0.67% |
2.97
Bid Size: 4,000 |
-
Ask Size: - |
DT.PFANDBRIEFBK AG |
8.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.94 |
| Intrinsic value: |
2.94 |
| Implied volatility: |
1.38 |
| Historic volatility: |
0.41 |
| Parity: |
2.94 |
| Time value: |
0.07 |
| Break-even: |
4.99 |
| Moneyness: |
1.58 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.88 |
| Theta: |
-0.01 |
| Omega: |
-1.48 |
| Rho: |
0.00 |
Quote data
| Open: |
2.97 |
| High: |
2.99 |
| Low: |
2.97 |
| Previous Close: |
2.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.76% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+6.45% |
| YTD |
|
|
+22.22% |
| 1 Year |
|
|
+59.68% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.22 |
2.99 |
| 1M High / 1M Low: |
3.39 |
2.92 |
| 6M High / 6M Low: |
5.23 |
2.49 |
| High (YTD): |
3/5/2024 |
5.23 |
| Low (YTD): |
1/9/2024 |
2.42 |
| 52W High: |
3/5/2024 |
5.23 |
| 52W Low: |
9/14/2023 |
1.76 |
| Avg. price 1W: |
|
3.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.03 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
46.77% |
| Volatility 6M: |
|
56.66% |
| Volatility 1Y: |
|
59.19% |
| Volatility 3Y: |
|
- |
