Soc. Generale Put 80 DIS 20.09.2024
/ DE000SW3YC89
Soc. Generale Put 80 DIS 20.09.20.../ DE000SW3YC89 /
| 7/31/2024 9:49:16 PM |
Chg.-0.001 |
Bid9:58:10 PM |
Ask9:58:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.056EUR |
-1.75% |
0.059
Bid Size: 10,000 |
0.069
Ask Size: 10,000 |
Walt Disney Co |
80.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
SW3YC8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/25/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-125.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
-1.28 |
| Time value: |
0.07 |
| Break-even: |
73.28 |
| Moneyness: |
0.85 |
| Premium: |
0.15 |
| Premium p.a.: |
1.80 |
| Spread abs.: |
0.01 |
| Spread %: |
16.95% |
| Delta: |
-0.11 |
| Theta: |
-0.02 |
| Omega: |
-13.76 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.055 |
| High: |
0.056 |
| Low: |
0.049 |
| Previous Close: |
0.057 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.86% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+7.69% |
| YTD |
|
|
-83.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.057 |
| 1M High / 1M Low: |
0.100 |
0.029 |
| 6M High / 6M Low: |
0.240 |
0.026 |
| High (YTD): |
1/10/2024 |
0.350 |
| Low (YTD): |
6/25/2024 |
0.026 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.083 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.061 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.24% |
| Volatility 6M: |
|
215.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
