Soc. Generale Put 80 EVD 20.12.2024
/ DE000SW7UY59
Soc. Generale Put 80 EVD 20.12.20.../ DE000SW7UY59 /
9/2/2024 9:46:09 PM |
Chg.+0.040 |
Bid8:00:39 AM |
Ask8:00:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+9.76% |
0.430 Bid Size: 7,000 |
0.460 Ask Size: 7,000 |
CTS EVENTIM KGAA |
80.00 - |
12/20/2024 |
Put |
Master data
WKN: |
SW7UY5 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CTS EVENTIM KGAA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 - |
Maturity: |
12/20/2024 |
Issue date: |
3/18/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-19.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.27 |
Parity: |
-0.49 |
Time value: |
0.44 |
Break-even: |
75.60 |
Moneyness: |
0.94 |
Premium: |
0.11 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.02 |
Spread %: |
4.76% |
Delta: |
-0.33 |
Theta: |
-0.03 |
Omega: |
-6.38 |
Rho: |
-0.10 |
Quote data
Open: |
0.410 |
High: |
0.460 |
Low: |
0.410 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+18.42% |
1 Month |
|
|
-47.67% |
3 Months |
|
|
-45.12% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.380 |
1M High / 1M Low: |
0.900 |
0.380 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.408 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.617 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
154.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |