Soc. Generale Put 4.8 BSD2 20.12.2024
/ DE000SW8L7D8
Soc. Generale Put 4.8 BSD2 20.12..../ DE000SW8L7D8 /
| 2024-06-21 8:49:19 AM |
Chg.0.000 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
BCO SANTANDER N.EO0,... |
4.80 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SW8L7D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.80 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
0.47 |
| Time value: |
0.21 |
| Break-even: |
4.13 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
-0.58 |
| Theta: |
0.00 |
| Omega: |
-3.76 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.84% |
| 1 Month |
|
|
+51.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.590 |
| 1M High / 1M Low: |
0.640 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.468 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
