Soc. Generale Put 900 ASME 20.12.2024
/ DE000SW823A8
Soc. Generale Put 900 ASME 20.12..../ DE000SW823A8 /
2024-07-26 8:21:31 AM |
Chg.+0.01 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.50EUR |
+0.40% |
- Bid Size: - |
- Ask Size: - |
ASML HOLDING EO -... |
900.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2024-04-16 |
Last trading day: |
2024-12-20 |
Ratio: |
50:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-7.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.12 |
Intrinsic value: |
1.59 |
Implied volatility: |
0.36 |
Historic volatility: |
0.31 |
Parity: |
1.59 |
Time value: |
0.72 |
Break-even: |
784.50 |
Moneyness: |
1.10 |
Premium: |
0.04 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
0.43% |
Delta: |
-0.59 |
Theta: |
-0.19 |
Omega: |
-4.19 |
Rho: |
-2.40 |
Quote data
Open: |
2.50 |
High: |
2.50 |
Low: |
2.50 |
Previous Close: |
2.49 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+26.90% |
1 Month |
|
|
+101.61% |
3 Months |
|
|
+12.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.50 |
1.83 |
1M High / 1M Low: |
2.50 |
0.77 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.14 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.34 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
310.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |