Soc. Generale Put 80 NDA 20.09.2024
/ DE000SW1ZJQ3
Soc. Generale Put 80 NDA 20.09.20.../ DE000SW1ZJQ3 /
| 29/07/2024 11:04:29 |
Chg.-0.070 |
Bid11:55:17 |
Ask11:55:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-7.07% |
0.900
Bid Size: 7,000 |
0.920
Ask Size: 7,000 |
AURUBIS AG |
80.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
SW1ZJQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.32 |
| Parity: |
0.87 |
| Time value: |
0.15 |
| Break-even: |
69.90 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.02% |
| Delta: |
-0.72 |
| Theta: |
-0.03 |
| Omega: |
-5.09 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.920 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.98% |
| 3 Months |
|
|
+5.75% |
| YTD |
|
|
-22.03% |
| 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): |
05/03/2024 |
2.180 |
| Low (YTD): |
10/07/2024 |
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: |
|
- |
