Soc. Generale Put 20 NESTE 21.06.2024
/ DE000SW7BG05
Soc. Generale Put 20 NESTE 21.06..../ DE000SW7BG05 /
| 5/29/2024 9:58:45 AM |
Chg.+0.010 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+5.88% |
-
Bid Size: - |
-
Ask Size: - |
Neste Corporation |
20.00 EUR |
6/21/2024 |
Put |
Master data
| WKN: |
SW7BG0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neste Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
3/6/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-20.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.39 |
| Parity: |
0.04 |
| Time value: |
0.15 |
| Break-even: |
19.05 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
-0.51 |
| Theta: |
-0.02 |
| Omega: |
-10.54 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
+89.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.170 |
| 1M High / 1M Low: |
0.300 |
0.056 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,118.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
