Soc. Generale Put 50 COP 21.06.2024
/ DE000SV9TEP3
Soc. Generale Put 50 COP 21.06.20.../ DE000SV9TEP3 /
| 11/06/2024 08:13:20 |
Chg.+0.15 |
Bid09:08:27 |
Ask09:08:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.42EUR |
+6.61% |
2.46
Bid Size: 7,000 |
2.49
Ask Size: 7,000 |
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: |
-1.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
2.30 |
| Implied volatility: |
2.11 |
| Historic volatility: |
0.35 |
| Parity: |
2.30 |
| Time value: |
0.02 |
| Break-even: |
26.80 |
| Moneyness: |
1.85 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
1.31% |
| Delta: |
-0.93 |
| Theta: |
-0.05 |
| Omega: |
-1.09 |
| Rho: |
-0.01 |
Quote data
| Open: |
2.42 |
| High: |
2.42 |
| Low: |
2.42 |
| Previous Close: |
2.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.04% |
| 1 Month |
|
|
+3.42% |
| 3 Months |
|
|
+15.24% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.27 |
2.19 |
| 1M High / 1M Low: |
2.36 |
2.19 |
| 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: |
|
2.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
24.11% |
| Volatility 6M: |
|
84.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
