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: |
|
- |