Soc. Generale Put 30 NESTE 21.06.2024
/ DE000SW365N3
Soc. Generale Put 30 NESTE 21.06..../ DE000SW365N3 /
30/05/2024 09:44:45 |
Chg.+0.13 |
Bid18:43:42 |
Ask18:43:42 |
Underlying |
Strike price |
Expiration date |
Option type |
2.13EUR |
+6.50% |
2.10 Bid Size: 7,000 |
2.18 Ask Size: 7,000 |
Neste Corporation |
30.00 EUR |
21/06/2024 |
Put |
Master data
WKN: |
SW365N |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Neste Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30.00 EUR |
Maturity: |
21/06/2024 |
Issue date: |
29/09/2023 |
Last trading day: |
21/06/2024 |
Ratio: |
5:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-1.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.14 |
Intrinsic value: |
2.15 |
Implied volatility: |
0.76 |
Historic volatility: |
0.39 |
Parity: |
2.15 |
Time value: |
-0.01 |
Break-even: |
19.30 |
Moneyness: |
1.56 |
Premium: |
0.00 |
Premium p.a.: |
-0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.47% |
Delta: |
-0.99 |
Theta: |
0.00 |
Omega: |
-1.78 |
Rho: |
-0.02 |
Quote data
Open: |
2.13 |
High: |
2.13 |
Low: |
2.13 |
Previous Close: |
2.00 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.12% |
1 Month |
|
|
+36.54% |
3 Months |
|
|
+104.81% |
YTD |
|
|
+395.35% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.06 |
1.96 |
1M High / 1M Low: |
2.18 |
1.47 |
6M High / 6M Low: |
2.18 |
0.28 |
High (YTD): |
20/05/2024 |
2.18 |
Low (YTD): |
29/01/2024 |
0.35 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.00 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.81 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.89 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.59% |
Volatility 6M: |
|
183.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |