Soc. Generale Put 50 COP 21.06.2024
/ DE000SV9TEP3
Soc. Generale Put 50 COP 21.06.20.../ DE000SV9TEP3 /
17/05/2024 08:13:31 |
Chg.-0.01 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
2.20EUR |
-0.45% |
- Bid Size: - |
- Ask Size: - |
COMPUGROUP MED. NA O... |
50.00 - |
21/06/2024 |
Put |
Master data
WKN: |
SV9TEP |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
COMPUGROUP MED. NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 - |
Maturity: |
21/06/2024 |
Issue date: |
18/07/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.17 |
Intrinsic value: |
2.17 |
Implied volatility: |
1.61 |
Historic volatility: |
0.35 |
Parity: |
2.17 |
Time value: |
0.09 |
Break-even: |
27.40 |
Moneyness: |
1.76 |
Premium: |
0.03 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.03 |
Spread %: |
1.35% |
Delta: |
-0.82 |
Theta: |
-0.05 |
Omega: |
-1.03 |
Rho: |
-0.04 |
Quote data
Open: |
2.20 |
High: |
2.20 |
Low: |
2.20 |
Previous Close: |
2.21 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.98% |
1 Month |
|
|
+4.27% |
3 Months |
|
|
+21.55% |
YTD |
|
|
+81.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.36 |
2.20 |
1M High / 1M Low: |
2.36 |
2.09 |
6M High / 6M Low: |
2.36 |
0.99 |
High (YTD): |
13/05/2024 |
2.36 |
Low (YTD): |
30/01/2024 |
0.99 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.21 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.73 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
43.51% |
Volatility 6M: |
|
90.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |