Soc. Generale Put 2.2 BARC 21.03.2025
/ DE000SW98YH0
Soc. Generale Put 2.2 BARC 21.03..../ DE000SW98YH0 /
| 2024-06-19 9:57:45 AM |
Chg.- |
Bid9:18:20 AM |
Ask9:18:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
- |
0.380
Bid Size: 125,000 |
0.400
Ask Size: 125,000 |
Barclays PLC ORD 25P |
2.20 GBP |
2025-03-21 |
Put |
Master data
| WKN: |
SW98YH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barclays PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
2.20 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
0.17 |
| Time value: |
0.23 |
| Break-even: |
2.20 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
5.26% |
| Delta: |
-0.47 |
| Theta: |
0.00 |
| Omega: |
-2.89 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.70% |
| 1 Month |
|
|
+18.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.370 |
| 1M High / 1M Low: |
0.400 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
