Soc. Generale Put 90 SIX2 21.03.2025
/ DE000SW8GS39
Soc. Generale Put 90 SIX2 21.03.2.../ DE000SW8GS39 /
23/08/2024 18:11:09 |
Chg.+0.01 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
2.54EUR |
+0.40% |
- Bid Size: - |
- Ask Size: - |
SIXT SE ST O.N. |
90.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
SW8GS3 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SIXT SE ST O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
03/04/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.57 |
Intrinsic value: |
2.57 |
Implied volatility: |
0.44 |
Historic volatility: |
0.31 |
Parity: |
2.57 |
Time value: |
0.05 |
Break-even: |
63.80 |
Moneyness: |
1.40 |
Premium: |
0.01 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.05 |
Spread %: |
1.95% |
Delta: |
-0.78 |
Theta: |
-0.01 |
Omega: |
-1.91 |
Rho: |
-0.44 |
Quote data
Open: |
2.51 |
High: |
2.63 |
Low: |
2.51 |
Previous Close: |
2.53 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.51% |
1 Month |
|
|
-6.27% |
3 Months |
|
|
+34.39% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.66 |
2.49 |
1M High / 1M Low: |
2.91 |
2.49 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.57 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.70 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
52.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |