Soc. Generale Put 90 DIS 20.09.2024
/ DE000SW3YC97
Soc. Generale Put 90 DIS 20.09.20.../ DE000SW3YC97 /
| 7/31/2024 5:40:12 PM |
Chg.-0.030 |
Bid6:32:57 PM |
Ask6:32:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-12.00% |
0.220
Bid Size: 250,000 |
0.230
Ask Size: 250,000 |
Walt Disney Co |
90.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
SW3YC9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 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: |
-33.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-0.35 |
| Time value: |
0.26 |
| Break-even: |
80.61 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
-0.33 |
| Theta: |
-0.04 |
| Omega: |
-11.14 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.220 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.59% |
| 1 Month |
|
|
+29.41% |
| 3 Months |
|
|
+69.23% |
| YTD |
|
|
-66.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.250 |
| 1M High / 1M Low: |
0.390 |
0.130 |
| 6M High / 6M Low: |
0.480 |
0.077 |
| High (YTD): |
1/10/2024 |
0.690 |
| Low (YTD): |
4/2/2024 |
0.077 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.218 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.163 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.48% |
| Volatility 6M: |
|
228.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
