Soc. Generale Put 80 NDA 20.09.2024
/ DE000SW1ZJQ3
Soc. Generale Put 80 NDA 20.09.20.../ DE000SW1ZJQ3 /
| 2024-07-26 9:36:44 PM |
Chg.+0.020 |
Bid2024-07-26 |
Ask2024-07-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+2.06% |
-
Bid Size: - |
-
Ask Size: - |
AURUBIS AG |
80.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW1ZJQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.32 |
| Parity: |
0.87 |
| Time value: |
0.15 |
| Break-even: |
69.90 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
2.02% |
| Delta: |
-0.72 |
| Theta: |
-0.03 |
| Omega: |
-5.08 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.930 |
| High: |
0.990 |
| Low: |
0.920 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.61% |
| 1 Month |
|
|
+15.12% |
| 3 Months |
|
|
+13.79% |
| YTD |
|
|
-16.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.920 |
| 1M High / 1M Low: |
1.010 |
0.490 |
| 6M High / 6M Low: |
2.180 |
0.490 |
| High (YTD): |
2024-03-05 |
2.180 |
| Low (YTD): |
2024-07-10 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.702 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.224 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.82% |
| Volatility 6M: |
|
148.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
