Soc. Generale Put 7 PBB 20.09.2024
/ DE000SW1ZMG8
Soc. Generale Put 7 PBB 20.09.202.../ DE000SW1ZMG8 /
| 2024-06-21 9:48:40 PM |
Chg.+0.020 |
Bid2024-06-21 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.980EUR |
+1.02% |
1.980
Bid Size: 2,000 |
-
Ask Size: - |
DT.PFANDBRIEFBK AG |
7.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW1ZMG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DT.PFANDBRIEFBK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
7.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.39 |
| Parity: |
1.65 |
| Time value: |
0.34 |
| Break-even: |
5.01 |
| Moneyness: |
1.31 |
| Premium: |
0.06 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.66 |
| Theta: |
0.00 |
| Omega: |
-1.78 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.960 |
| High: |
2.020 |
| Low: |
1.960 |
| Previous Close: |
1.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.04% |
| 1 Month |
|
|
+7.03% |
| 3 Months |
|
|
-42.44% |
| YTD |
|
|
+20.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.040 |
1.940 |
| 1M High / 1M Low: |
2.210 |
1.610 |
| 6M High / 6M Low: |
4.290 |
1.610 |
| High (YTD): |
2024-02-22 |
4.290 |
| Low (YTD): |
2024-06-03 |
1.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.976 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.890 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.668 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.92% |
| Volatility 6M: |
|
73.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
