Soc. Generale Put 8 TUI1 20.09.2024
/ DE000SW8GT46
Soc. Generale Put 8 TUI1 20.09.20.../ DE000SW8GT46 /
| 12/07/2024 12:18:36 |
Chg.+0.050 |
Bid12/07/2024 |
Ask12/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.390EUR |
+3.73% |
1.390
Bid Size: 15,000 |
1.470
Ask Size: 15,000 |
TUI AG |
8.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
SW8GT4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TUI AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
03/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.42 |
| Parity: |
1.27 |
| Time value: |
0.23 |
| Break-even: |
6.50 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.08 |
| Spread %: |
5.63% |
| Delta: |
-0.70 |
| Theta: |
0.00 |
| Omega: |
-3.15 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.290 |
| High: |
1.390 |
| Low: |
1.290 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.33% |
| 1 Month |
|
|
+25.23% |
| 3 Months |
|
|
+16.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
1.340 |
| 1M High / 1M Low: |
1.550 |
1.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.354 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
