Soc. Generale Put 15 REP 21.06.2024
/ DE000SW2VN07
Soc. Generale Put 15 REP 21.06.20.../ DE000SW2VN07 /
| 5/22/2024 10:06:22 AM |
Chg.+0.030 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+6.52% |
-
Bid Size: - |
-
Ask Size: - |
REPSOL S.A. INH. ... |
15.00 EUR |
6/21/2024 |
Put |
Master data
| WKN: |
SW2VN0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
REPSOL S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
8/30/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-31.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.12 |
| Time value: |
0.36 |
| Break-even: |
14.52 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
-0.51 |
| Theta: |
-0.01 |
| Omega: |
-15.86 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.00% |
| 1 Month |
|
|
-30.00% |
| 3 Months |
|
|
-58.82% |
| YTD |
|
|
-75.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.380 |
| 1M High / 1M Low: |
0.860 |
0.380 |
| 6M High / 6M Low: |
2.250 |
0.290 |
| High (YTD): |
1/11/2024 |
2.140 |
| Low (YTD): |
4/9/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.510 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.628 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.230 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
303.00% |
| Volatility 6M: |
|
199.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
