Soc. Generale Put 8 PBB 21.06.2024
/ DE000SW1ZL71
Soc. Generale Put 8 PBB 21.06.202.../ DE000SW1ZL71 /
| 2024-05-31 9:42:23 PM |
Chg.+0.010 |
Bid9:57:34 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.320EUR |
+0.43% |
2.300
Bid Size: 2,000 |
-
Ask Size: - |
DT.PFANDBRIEFBK AG |
8.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
SW1ZL7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DT.PFANDBRIEFBK AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
2.27 |
| Implied volatility: |
1.04 |
| Historic volatility: |
0.39 |
| Parity: |
2.27 |
| Time value: |
0.05 |
| Break-even: |
5.68 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.89 |
| Theta: |
-0.01 |
| Omega: |
-2.20 |
| Rho: |
0.00 |
Quote data
| Open: |
2.290 |
| High: |
2.420 |
| Low: |
2.290 |
| Previous Close: |
2.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.11% |
| 1 Month |
|
|
-34.83% |
| 3 Months |
|
|
-52.16% |
| YTD |
|
|
+3.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.450 |
2.310 |
| 1M High / 1M Low: |
3.560 |
2.310 |
| 6M High / 6M Low: |
4.920 |
2.140 |
| High (YTD): |
2024-02-28 |
4.920 |
| Low (YTD): |
2024-01-08 |
2.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.732 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.290 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.37% |
| Volatility 6M: |
|
58.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
