Soc. Generale Put 35 APA 20.09.2024
/ DE000SW3X777
Soc. Generale Put 35 APA 20.09.20.../ DE000SW3X777 /
| 2024-06-04 5:36:16 PM |
Chg.+0.020 |
Bid5:40:25 PM |
Ask5:40:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+3.51% |
0.590
Bid Size: 100,000 |
0.600
Ask Size: 100,000 |
APA Corporation |
35.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SW3X77 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
APA Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.29 |
| Parity: |
0.51 |
| Time value: |
0.06 |
| Break-even: |
26.39 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
-0.72 |
| Theta: |
-0.01 |
| Omega: |
-3.42 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.540 |
| High: |
0.600 |
| Low: |
0.530 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.32% |
| 1 Month |
|
|
-1.67% |
| 3 Months |
|
|
+1.72% |
| YTD |
|
|
+55.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.490 |
| 1M High / 1M Low: |
0.590 |
0.450 |
| 6M High / 6M Low: |
0.640 |
0.300 |
| High (YTD): |
2024-02-14 |
0.640 |
| Low (YTD): |
2024-04-05 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.482 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.98% |
| Volatility 6M: |
|
119.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
