Soc. Generale Put 18 NVJP 20.12.2024
/ DE000SW9LPN0
Soc. Generale Put 18 NVJP 20.12.2.../ DE000SW9LPN0 /
2024-09-20 9:39:48 PM |
Chg.+0.840 |
Bid9:58:26 PM |
Ask9:58:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.340EUR |
+12.92% |
7.340 Bid Size: 500 |
7.660 Ask Size: 500 |
UMICORE S.A. |
18.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
SW9LPN |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
UMICORE S.A. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
18.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-26 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.49 |
Intrinsic value: |
7.49 |
Implied volatility: |
0.79 |
Historic volatility: |
0.37 |
Parity: |
7.49 |
Time value: |
0.07 |
Break-even: |
10.44 |
Moneyness: |
1.71 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.10 |
Spread %: |
1.34% |
Delta: |
-0.87 |
Theta: |
0.00 |
Omega: |
-1.22 |
Rho: |
-0.04 |
Quote data
Open: |
6.930 |
High: |
7.360 |
Low: |
6.930 |
Previous Close: |
6.500 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.14% |
1 Month |
|
|
+8.42% |
3 Months |
|
|
+69.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.450 |
6.500 |
1M High / 1M Low: |
8.050 |
6.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.042 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.091 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |