Soc. Generale Put 8 PRU 20.09.2024
/ DE000SW3YUD7
Soc. Generale Put 8 PRU 20.09.202.../ DE000SW3YUD7 /
2024-08-02 2:16:21 PM |
Chg.+0.190 |
Bid3:00:42 PM |
Ask3:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.690EUR |
+12.67% |
1.820 Bid Size: 20,000 |
1.840 Ask Size: 20,000 |
Prudential PLC ORD 5... |
8.00 GBP |
2024-09-20 |
Put |
Master data
WKN: |
SW3YUD |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Prudential PLC ORD 5P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
8.00 GBP |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-26 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.83 |
Implied volatility: |
0.87 |
Historic volatility: |
0.05 |
Parity: |
0.83 |
Time value: |
0.74 |
Break-even: |
7.87 |
Moneyness: |
1.10 |
Premium: |
0.09 |
Premium p.a.: |
0.85 |
Spread abs.: |
0.02 |
Spread %: |
1.29% |
Delta: |
-0.55 |
Theta: |
-0.01 |
Omega: |
-3.00 |
Rho: |
-0.01 |
Quote data
Open: |
1.570 |
High: |
1.720 |
Low: |
1.570 |
Previous Close: |
1.500 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+27.07% |
1 Month |
|
|
+42.02% |
3 Months |
|
|
+53.64% |
YTD |
|
|
+172.58% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.500 |
1.230 |
1M High / 1M Low: |
1.500 |
0.910 |
6M High / 6M Low: |
1.500 |
0.530 |
High (YTD): |
2024-08-01 |
1.500 |
Low (YTD): |
2024-05-16 |
0.530 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.350 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.185 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.000 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
157.43% |
Volatility 6M: |
|
151.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |