Soc. Generale Put 70 GXI 20.09.2024
/ DE000SW357W1
Soc. Generale Put 70 GXI 20.09.20.../ DE000SW357W1 /
| 2024-05-30 6:17:54 PM |
Chg.-0.010 |
Bid2024-05-30 |
Ask2024-05-30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-6.25% |
0.150
Bid Size: 10,000 |
0.160
Ask Size: 10,000 |
GERRESHEIMER AG |
70.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SW357W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
GERRESHEIMER AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-56.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.40 |
| Parity: |
-3.23 |
| Time value: |
0.18 |
| Break-even: |
68.20 |
| Moneyness: |
0.68 |
| Premium: |
0.33 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
-0.09 |
| Theta: |
-0.02 |
| Omega: |
-5.37 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.150 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
-34.78% |
| 3 Months |
|
|
-34.78% |
| YTD |
|
|
-67.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.120 |
| 1M High / 1M Low: |
0.230 |
0.120 |
| 6M High / 6M Low: |
0.630 |
0.120 |
| High (YTD): |
2024-01-17 |
0.550 |
| Low (YTD): |
2024-05-24 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.168 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.339 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.26% |
| Volatility 6M: |
|
140.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
