Soc. Generale Put 30 ZAL 21.03.2025
/ DE000SW23GM5
Soc. Generale Put 30 ZAL 21.03.20.../ DE000SW23GM5 /
| 2024-06-13 7:15:24 PM |
Chg.+0.060 |
Bid2024-06-13 |
Ask2024-06-13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+7.59% |
0.850
Bid Size: 10,000 |
0.880
Ask Size: 10,000 |
ZALANDO SE |
30.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
SW23GM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-05 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.48 |
| Parity: |
0.66 |
| Time value: |
0.15 |
| Break-even: |
21.90 |
| Moneyness: |
1.28 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
-0.61 |
| Theta: |
0.00 |
| Omega: |
-1.75 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.790 |
| High: |
0.860 |
| Low: |
0.790 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
+18.06% |
| 3 Months |
|
|
-5.56% |
| YTD |
|
|
-15.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.750 |
| 1M High / 1M Low: |
0.820 |
0.690 |
| 6M High / 6M Low: |
1.390 |
0.630 |
| High (YTD): |
2024-01-17 |
1.390 |
| Low (YTD): |
2024-05-07 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.790 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.755 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.938 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.70% |
| Volatility 6M: |
|
70.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
