Soc. Generale Put 4.6 BSD2 20.12.2024
/ DE000SW8GKR4
Soc. Generale Put 4.6 BSD2 20.12..../ DE000SW8GKR4 /
| 2024-09-25 8:24:21 PM |
Chg.+0.020 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+6.06% |
0.350
Bid Size: 8,600 |
0.360
Ask Size: 8,600 |
BCO SANTANDER N.EO0,... |
4.60 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SW8GKR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.60 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-03 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
0.05 |
| Time value: |
0.29 |
| Break-even: |
4.26 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
-0.47 |
| Theta: |
0.00 |
| Omega: |
-6.27 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.330 |
| High: |
0.350 |
| Low: |
0.320 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.94% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
-28.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.310 |
| 1M High / 1M Low: |
0.530 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.403 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
