Soc. Generale Put 900 ASME 20.12.2024
/ DE000SW823A8
Soc. Generale Put 900 ASME 20.12..../ DE000SW823A8 /
| 7/26/2024 8:21:31 AM |
Chg.+0.01 |
Bid3:27:34 PM |
Ask3:27:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
+0.40% |
2.29
Bid Size: 25,000 |
2.30
Ask Size: 25,000 |
ASML HOLDING EO -... |
900.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SW823A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
900.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
4/16/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-6.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
2.01 |
| Time value: |
0.63 |
| Break-even: |
768.00 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.07 |
| Spread %: |
2.72% |
| Delta: |
-0.62 |
| Theta: |
-0.19 |
| Omega: |
-3.77 |
| Rho: |
-2.53 |
Quote data
| Open: |
2.50 |
| High: |
2.50 |
| Low: |
2.50 |
| Previous Close: |
2.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.90% |
| 1 Month |
|
|
+110.08% |
| 3 Months |
|
|
+12.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.49 |
1.83 |
| 1M High / 1M Low: |
2.49 |
0.77 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
