Soc. Generale Put 25 VAS 20.09.2024
/ DE000SW1ZGH8
Soc. Generale Put 25 VAS 20.09.20.../ DE000SW1ZGH8 /
| 2024-05-31 10:11:48 AM |
Chg.0.000 |
Bid1:32:05 PM |
Ask1:32:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
0.00% |
0.150
Bid Size: 15,000 |
0.160
Ask Size: 15,000 |
VOESTALPINE AG |
25.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW1ZGH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
-0.13 |
| Time value: |
0.15 |
| Break-even: |
23.50 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
-0.35 |
| Theta: |
-0.01 |
| Omega: |
-6.07 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-37.50% |
| YTD |
|
|
-16.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.120 |
| 1M High / 1M Low: |
0.240 |
0.120 |
| 6M High / 6M Low: |
0.290 |
0.120 |
| High (YTD): |
2024-03-11 |
0.290 |
| Low (YTD): |
2024-05-28 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.207 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.31% |
| Volatility 6M: |
|
128.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
