Soc. Generale Put 15 SZU 20.09.2024
/ DE000SW1ZDX2
Soc. Generale Put 15 SZU 20.09.20.../ DE000SW1ZDX2 /
| 29/05/2024 20:30:49 |
Chg.0.000 |
Bid29/05/2024 |
Ask29/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.970EUR |
0.00% |
1.970
Bid Size: 1,600 |
2.050
Ask Size: 1,600 |
SUEDZUCKER AG O.N. |
15.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
SW1ZDX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SUEDZUCKER AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.21 |
| Parity: |
1.23 |
| Time value: |
0.79 |
| Break-even: |
12.98 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
2.54% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-3.86 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.970 |
| High: |
1.990 |
| Low: |
1.890 |
| Previous Close: |
1.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-20.88% |
| 3 Months |
|
|
-19.92% |
| YTD |
|
|
+6.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.020 |
1.870 |
| 1M High / 1M Low: |
2.490 |
1.730 |
| 6M High / 6M Low: |
3.030 |
1.670 |
| High (YTD): |
19/03/2024 |
3.030 |
| Low (YTD): |
04/01/2024 |
1.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.081 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.312 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.01% |
| Volatility 6M: |
|
80.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
