Soc. Generale Put 20 NESTE 21.06.2024
/ DE000SW7BG05
Soc. Generale Put 20 NESTE 21.06..../ DE000SW7BG05 /
| 31/05/2024 09:59:25 |
Chg.0.000 |
Bid21:55:07 |
Ask21:55:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
0.00% |
0.200
Bid Size: 10,000 |
0.220
Ask Size: 10,000 |
Neste Corporation |
20.00 EUR |
21/06/2024 |
Put |
Master data
| WKN: |
SW7BG0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neste Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
06/03/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-14.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.39 |
| Parity: |
0.20 |
| Time value: |
0.06 |
| Break-even: |
18.70 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
-0.68 |
| Theta: |
-0.01 |
| Omega: |
-9.90 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+169.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
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: |
|
0.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,091.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
