Soc. Generale Put 180 ZTS 20.09.2024
/ DE000SW3YDC5
Soc. Generale Put 180 ZTS 20.09.2.../ DE000SW3YDC5 /
| 2024-06-07 9:51:24 PM |
Chg.+0.030 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
+2.73% |
1.120
Bid Size: 5,000 |
1.130
Ask Size: 5,000 |
Zoetis Inc |
180.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SW3YDC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Zoetis Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 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: |
-14.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.29 |
| Time value: |
0.84 |
| Break-even: |
155.34 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
-0.48 |
| Theta: |
-0.04 |
| Omega: |
-7.01 |
| Rho: |
-0.26 |
Quote data
| Open: |
1.060 |
| High: |
1.170 |
| Low: |
1.050 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.14% |
| 1 Month |
|
|
-39.89% |
| 3 Months |
|
|
-10.32% |
| YTD |
|
|
+16.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
1.100 |
| 1M High / 1M Low: |
1.880 |
1.100 |
| 6M High / 6M Low: |
3.270 |
0.710 |
| High (YTD): |
2024-04-22 |
3.270 |
| Low (YTD): |
2024-02-28 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.423 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.22% |
| Volatility 6M: |
|
153.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
