Soc. Generale Put 4.75 BSD2 20.12.2024
/ DE000SW9JYJ4
Soc. Generale Put 4.75 BSD2 20.12.../ DE000SW9JYJ4 /
2024-09-23 9:22:02 AM |
Chg.+0.030 |
Bid4:32:43 PM |
Ask4:32:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
+7.69% |
0.440 Bid Size: 60,000 |
0.450 Ask Size: 60,000 |
BCO SANTANDER N.EO0,... |
4.75 - |
2024-12-20 |
Put |
Master data
WKN: |
SW9JYJ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BCO SANTANDER N.EO0,5 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4.75 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-25 |
Last trading day: |
2024-12-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-10.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.37 |
Historic volatility: |
0.24 |
Parity: |
0.19 |
Time value: |
0.23 |
Break-even: |
4.33 |
Moneyness: |
1.04 |
Premium: |
0.05 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
2.44% |
Delta: |
-0.54 |
Theta: |
0.00 |
Omega: |
-5.81 |
Rho: |
-0.01 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.420 |
Previous Close: |
0.390 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.00% |
1 Month |
|
|
-27.59% |
3 Months |
|
|
-27.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.390 |
1M High / 1M Low: |
0.590 |
0.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.440 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.509 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |