Soc. Generale Put 140 FFIV 20.09.2024
/ DE000SW3YAD9
Soc. Generale Put 140 FFIV 20.09..../ DE000SW3YAD9 /
| 2024-06-05 9:47:33 PM |
Chg.-0.010 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-5.00% |
0.190
Bid Size: 10,000 |
0.200
Ask Size: 10,000 |
F5 Inc |
140.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SW3YAD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
F5 Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 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: |
-73.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
-2.56 |
| Time value: |
0.21 |
| Break-even: |
126.56 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
-0.13 |
| Theta: |
-0.03 |
| Omega: |
-9.72 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.140 |
| High: |
0.200 |
| Low: |
0.140 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
-20.83% |
| 3 Months |
|
|
+11.76% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.190 |
| 1M High / 1M Low: |
0.240 |
0.110 |
| 6M High / 6M Low: |
0.580 |
0.100 |
| High (YTD): |
2024-01-04 |
0.520 |
| Low (YTD): |
2024-03-26 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.274 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.66% |
| Volatility 6M: |
|
218.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
