Soc. Generale Put 110 EYX 21.06.2024
/ DE000SW9Q950
Soc. Generale Put 110 EYX 21.06.2.../ DE000SW9Q950 /
| 2024-06-10 8:11:46 AM |
Chg.+0.110 |
Bid3:01:16 PM |
Ask3:01:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+11.96% |
1.060
Bid Size: 5,000 |
1.090
Ask Size: 5,000 |
EXOR N.V. |
110.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
SW9Q95 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
EXOR N.V. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-8.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.15 |
| Parity: |
1.02 |
| Time value: |
0.09 |
| Break-even: |
98.90 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.03 |
| Spread %: |
2.78% |
| Delta: |
-0.81 |
| Theta: |
-0.12 |
| Omega: |
-7.29 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.030 |
| High: |
1.030 |
| Low: |
1.030 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.19% |
| 1 Month |
|
|
+15.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.910 |
| 1M High / 1M Low: |
1.020 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.962 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.806 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
