Soc. Generale Put 160 ZTS 20.09.2024
/ DE000SW3YDB7
Soc. Generale Put 160 ZTS 20.09.2.../ DE000SW3YDB7 /
| 2024-05-31 9:37:06 AM |
Chg.+0.020 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+3.39% |
-
Bid Size: - |
-
Ask Size: - |
Zoetis Inc |
160.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SW3YDB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Zoetis Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 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: |
-25.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-0.88 |
| Time value: |
0.62 |
| Break-even: |
141.29 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
-0.32 |
| Theta: |
-0.04 |
| Omega: |
-7.95 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.17% |
| 1 Month |
|
|
-43.52% |
| 3 Months |
|
|
+84.85% |
| YTD |
|
|
+10.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.590 |
| 1M High / 1M Low: |
1.150 |
0.490 |
| 6M High / 6M Low: |
1.680 |
0.320 |
| High (YTD): |
2024-04-23 |
1.680 |
| Low (YTD): |
2024-02-29 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.670 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.705 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.56% |
| Volatility 6M: |
|
177.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
