Soc. Generale Put 60 ERIC/B 20.06.2024
/ DE000SV7PJ24
Soc. Generale Put 60 ERIC/B 20.06.../ DE000SV7PJ24 /
| 5/17/2024 10:01:49 AM |
Chg.-0.030 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-16.67% |
-
Bid Size: - |
-
Ask Size: - |
Ericsson, Telefonab.... |
60.00 SEK |
6/20/2024 |
Put |
Master data
| WKN: |
SV7PJ2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Ericsson, Telefonab. L M ser. B |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 SEK |
| Maturity: |
6/20/2024 |
| Issue date: |
6/19/2023 |
| Last trading day: |
6/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
-0.06 |
| Time value: |
0.19 |
| Break-even: |
4.96 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
-0.42 |
| Theta: |
0.00 |
| Omega: |
-11.58 |
| Rho: |
0.00 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.31% |
| 1 Month |
|
|
-76.56% |
| 3 Months |
|
|
-78.26% |
| YTD |
|
|
-66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.170 |
| 1M High / 1M Low: |
0.640 |
0.170 |
| 6M High / 6M Low: |
0.960 |
0.170 |
| High (YTD): |
2/14/2024 |
0.730 |
| Low (YTD): |
5/15/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.350 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.556 |
| Avg. volume 6M: |
|
130.645 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.64% |
| Volatility 6M: |
|
156.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
