Soc. Generale Put 160 FFIV 21.06.2024
/ DE000SW3WUM2
Soc. Generale Put 160 FFIV 21.06..../ DE000SW3WUM2 /
| 2024-05-30 9:27:37 AM |
Chg.+0.018 |
Bid1:39:12 PM |
Ask1:39:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+21.95% |
0.110
Bid Size: 10,000 |
0.220
Ask Size: 10,000 |
F5 Inc |
160.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
SW3WUM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
F5 Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-91.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
-0.76 |
| Time value: |
0.17 |
| Break-even: |
146.43 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
1.62 |
| Spread abs.: |
0.02 |
| Spread %: |
13.33% |
| Delta: |
-0.23 |
| Theta: |
-0.08 |
| Omega: |
-21.50 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.082 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+284.62% |
| 1 Month |
|
|
-71.43% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
-81.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.082 |
0.026 |
| 1M High / 1M Low: |
0.350 |
0.015 |
| 6M High / 6M Low: |
0.880 |
0.015 |
| High (YTD): |
2024-01-05 |
0.730 |
| Low (YTD): |
2024-05-16 |
0.015 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.061 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.336 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
886.42% |
| Volatility 6M: |
|
480.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
