Soc. Generale Put 8 PBB 21.06.2024
/ DE000SW1ZL71
Soc. Generale Put 8 PBB 21.06.202.../ DE000SW1ZL71 /
| 07/06/2024 21:41:57 |
Chg.+0.200 |
Bid21:59:41 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.430EUR |
+8.97% |
2.430
Bid Size: 2,000 |
-
Ask Size: - |
DT.PFANDBRIEFBK AG |
8.00 EUR |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
1.34 |
| Historic volatility: |
0.39 |
| Parity: |
2.40 |
| Time value: |
0.05 |
| Break-even: |
5.55 |
| Moneyness: |
1.43 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.90 |
| Theta: |
-0.01 |
| Omega: |
-2.06 |
| Rho: |
0.00 |
Quote data
| Open: |
2.210 |
| High: |
2.460 |
| Low: |
2.210 |
| Previous Close: |
2.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.74% |
| 1 Month |
|
|
-27.68% |
| 3 Months |
|
|
-43.88% |
| YTD |
|
|
+8.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.430 |
2.080 |
| 1M High / 1M Low: |
3.360 |
2.080 |
| 6M High / 6M Low: |
4.920 |
2.080 |
| High (YTD): |
28/02/2024 |
4.920 |
| Low (YTD): |
03/06/2024 |
2.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.446 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.277 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.71% |
| Volatility 6M: |
|
62.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
