Soc. Generale Put 10 VALE 20.09.2024
/ DE000SW3YC22
Soc. Generale Put 10 VALE 20.09.2.../ DE000SW3YC22 /
2024-06-07 9:48:29 PM |
Chg.+0.020 |
Bid9:58:00 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
+9.52% |
0.220 Bid Size: 10,000 |
- Ask Size: - |
Vale SA |
10.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
SW3YC2 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Vale SA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
10.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-25 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-47.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.27 |
Parity: |
-1.25 |
Time value: |
0.22 |
Break-even: |
9.04 |
Moneyness: |
0.88 |
Premium: |
0.14 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.19 |
Theta: |
0.00 |
Omega: |
-9.31 |
Rho: |
-0.01 |
Quote data
Open: |
0.180 |
High: |
0.240 |
Low: |
0.180 |
Previous Close: |
0.210 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+53.33% |
1 Month |
|
|
+27.78% |
3 Months |
|
|
-25.81% |
YTD |
|
|
-11.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.170 |
1M High / 1M Low: |
0.230 |
0.100 |
6M High / 6M Low: |
0.450 |
0.100 |
High (YTD): |
2024-01-31 |
0.450 |
Low (YTD): |
2024-05-27 |
0.100 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.212 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.163 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.304 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
219.22% |
Volatility 6M: |
|
158.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |