Soc. Generale Put 220 ESL 20.12.2024
/ DE000SW7WZK6
Soc. Generale Put 220 ESL 20.12.2.../ DE000SW7WZK6 /
| 17/05/2024 21:50:00 |
Chg.-0.190 |
Bid21:59:29 |
Ask21:59:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.810EUR |
-9.50% |
1.810
Bid Size: 2,000 |
1.880
Ask Size: 2,000 |
ESSILORLUXO. INH. EO... |
220.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
SW7WZK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ESSILORLUXO. INH. EO -,18 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
1.14 |
| Time value: |
0.71 |
| Break-even: |
201.50 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.65% |
| Delta: |
-0.53 |
| Theta: |
-0.02 |
| Omega: |
-6.01 |
| Rho: |
-0.77 |
Quote data
| Open: |
2.040 |
| High: |
2.040 |
| Low: |
1.810 |
| Previous Close: |
2.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.56% |
| 1 Month |
|
|
-27.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.010 |
1.810 |
| 1M High / 1M Low: |
2.700 |
1.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.313 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
