Soc. Generale Put 1.5 BARC 20.09.2024
/ DE000SW13QJ1
Soc. Generale Put 1.5 BARC 20.09..../ DE000SW13QJ1 /
6/19/2024 9:48:24 PM |
Chg.-0.001 |
Bid6/19/2024 |
Ask6/19/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.019EUR |
-5.00% |
0.019 Bid Size: 10,000 |
0.039 Ask Size: 10,000 |
Barclays PLC ORD 25P |
1.50 GBP |
9/20/2024 |
Put |
Master data
WKN: |
SW13QJ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Barclays PLC ORD 25P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
1.50 GBP |
Maturity: |
9/20/2024 |
Issue date: |
8/10/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-60.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.29 |
Parity: |
-0.66 |
Time value: |
0.04 |
Break-even: |
1.73 |
Moneyness: |
0.73 |
Premium: |
0.29 |
Premium p.a.: |
1.70 |
Spread abs.: |
0.02 |
Spread %: |
100.00% |
Delta: |
-0.10 |
Theta: |
0.00 |
Omega: |
-6.32 |
Rho: |
0.00 |
Quote data
Open: |
0.020 |
High: |
0.020 |
Low: |
0.018 |
Previous Close: |
0.020 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+18.75% |
1 Month |
|
|
+46.15% |
3 Months |
|
|
-76.25% |
YTD |
|
|
-90.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.022 |
0.016 |
1M High / 1M Low: |
0.022 |
0.010 |
6M High / 6M Low: |
0.260 |
0.010 |
High (YTD): |
2/13/2024 |
0.260 |
Low (YTD): |
5/28/2024 |
0.010 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.019 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.014 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.105 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
302.70% |
Volatility 6M: |
|
174.09% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |