Soc. Generale Put 120 FFIV 20.09.2024
/ DE000SW3YAC1
Soc. Generale Put 120 FFIV 20.09..../ DE000SW3YAC1 /
2024-06-05 9:37:23 PM |
Chg.-0.008 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.061EUR |
-11.59% |
0.060 Bid Size: 10,000 |
0.072 Ask Size: 10,000 |
F5 Inc |
120.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
SW3YAC |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
F5 Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-25 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-192.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.19 |
Parity: |
-4.39 |
Time value: |
0.08 |
Break-even: |
109.48 |
Moneyness: |
0.72 |
Premium: |
0.29 |
Premium p.a.: |
1.38 |
Spread abs.: |
0.01 |
Spread %: |
17.65% |
Delta: |
-0.05 |
Theta: |
-0.02 |
Omega: |
-9.68 |
Rho: |
-0.03 |
Quote data
Open: |
0.019 |
High: |
0.067 |
Low: |
0.019 |
Previous Close: |
0.069 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-12.86% |
1 Month |
|
|
-16.44% |
3 Months |
|
|
-44.55% |
YTD |
|
|
-67.89% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.083 |
0.065 |
1M High / 1M Low: |
0.095 |
0.013 |
6M High / 6M Low: |
0.290 |
0.009 |
High (YTD): |
2024-01-04 |
0.270 |
Low (YTD): |
2024-03-21 |
0.009 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.071 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.052 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.121 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,347.56% |
Volatility 6M: |
|
769.38% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |