Soc. Generale Put 9 PRU 20.09.2024
/ DE000SW3YUE5
Soc. Generale Put 9 PRU 20.09.202.../ DE000SW3YUE5 /
| 2024-08-02 8:14:13 AM |
Chg.+0.39 |
Bid2:46:32 PM |
Ask2:46:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.63EUR |
+17.41% |
2.93
Bid Size: 15,000 |
2.95
Ask Size: 15,000 |
Prudential PLC ORD 5... |
9.00 GBP |
2024-09-20 |
Put |
Master data
| WKN: |
SW3YUE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Prudential PLC ORD 5P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
9.00 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.05 |
| Parity: |
2.01 |
| Time value: |
0.70 |
| Break-even: |
7.91 |
| Moneyness: |
1.23 |
| Premium: |
0.08 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.02 |
| Spread %: |
0.74% |
| Delta: |
-0.62 |
| Theta: |
-0.01 |
| Omega: |
-1.97 |
| Rho: |
-0.01 |
Quote data
| Open: |
2.63 |
| High: |
2.63 |
| Low: |
2.63 |
| Previous Close: |
2.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.04% |
| 1 Month |
|
|
+24.06% |
| 3 Months |
|
|
+24.64% |
| YTD |
|
|
+141.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.39 |
2.24 |
| 1M High / 1M Low: |
2.63 |
1.80 |
| 6M High / 6M Low: |
2.63 |
1.14 |
| High (YTD): |
2024-07-24 |
2.63 |
| Low (YTD): |
2024-05-17 |
1.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.59% |
| Volatility 6M: |
|
118.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
