Soc. Generale Put 8 PBB 20.09.2024
/ DE000SW1ZMH6
Soc. Generale Put 8 PBB 20.09.202.../ DE000SW1ZMH6 /
| 6/7/2024 6:09:26 PM |
Chg.+0.20 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.84EUR |
+7.58% |
-
Bid Size: - |
-
Ask Size: - |
DT.PFANDBRIEFBK AG |
8.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
SW1ZMH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DT.PFANDBRIEFBK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.39 |
| Parity: |
2.40 |
| Time value: |
0.45 |
| Break-even: |
5.15 |
| Moneyness: |
1.43 |
| Premium: |
0.08 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.65 |
| Theta: |
0.00 |
| Omega: |
-1.28 |
| Rho: |
-0.02 |
Quote data
| Open: |
2.61 |
| High: |
2.85 |
| Low: |
2.61 |
| Previous Close: |
2.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.03% |
| 1 Month |
|
|
-25.85% |
| 3 Months |
|
|
-40.59% |
| YTD |
|
|
+16.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.84 |
2.52 |
| 1M High / 1M Low: |
3.83 |
2.52 |
| 6M High / 6M Low: |
5.23 |
2.30 |
| High (YTD): |
3/5/2024 |
5.23 |
| Low (YTD): |
1/9/2024 |
2.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.97% |
| Volatility 6M: |
|
57.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
