Soc. Generale Put 20 NESTE 20.09.2024
/ DE000SW9RAF5
Soc. Generale Put 20 NESTE 20.09..../ DE000SW9RAF5 /
| 6/3/2024 8:11:37 AM |
Chg.-0.060 |
Bid1:00:23 PM |
Ask1:00:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-14.29% |
0.400
Bid Size: 50,000 |
0.410
Ask Size: 50,000 |
Neste Corporation |
20.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
SW9RAF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neste Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
4/30/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-9.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.39 |
| Parity: |
0.15 |
| Time value: |
0.25 |
| Break-even: |
18.00 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-4.84 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
+63.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.310 |
| 1M High / 1M Low: |
0.430 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.310 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
438.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
