Soc. Generale Put 4.75 CABK 20.09.2024
/ DE000SW72SN5
Soc. Generale Put 4.75 CABK 20.09.../ DE000SW72SN5 /
| 6/3/2024 9:18:22 AM |
Chg.-0.010 |
Bid5:30:02 PM |
Ask5:30:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-5.00% |
0.180
Bid Size: 10,000 |
0.200
Ask Size: 10,000 |
CAIXABANK CAIXABANK,... |
4.75 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
SW72SN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CAIXABANK CAIXABANK, S.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.75 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
3/21/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-26.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
-0.52 |
| Time value: |
0.20 |
| Break-even: |
4.55 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
-0.26 |
| Theta: |
0.00 |
| Omega: |
-6.86 |
| Rho: |
0.00 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.83% |
| 1 Month |
|
|
-44.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.200 |
| 1M High / 1M Low: |
0.390 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.307 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
