Soc. Generale Put 225 SAND 20.09.2024
/ DE000SW9RBG1
Soc. Generale Put 225 SAND 20.09..../ DE000SW9RBG1 /
| 03/06/2024 13:22:54 |
Chg.-0.010 |
Bid17:02:14 |
Ask17:02:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-2.22% |
0.530
Bid Size: 25,000 |
0.540
Ask Size: 25,000 |
Sandvik AB |
225.00 SEK |
20/09/2024 |
Put |
Master data
| WKN: |
SW9RBG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Sandvik AB |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
225.00 SEK |
| Maturity: |
20/09/2024 |
| Issue date: |
30/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-23.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-0.20 |
| Time value: |
0.43 |
| Break-even: |
18.84 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
-0.39 |
| Theta: |
0.00 |
| Omega: |
-9.03 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.390 |
| High: |
0.440 |
| Low: |
0.390 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.41% |
| 1 Month |
|
|
-38.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.340 |
| 1M High / 1M Low: |
0.710 |
0.340 |
| 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: |
|
0.437 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
