Soc. Generale Put 8 PBB/ DE000SW1ZL71 /
| 2024-06-14 5:16:41 PM | Chg.- | Bid10:00:35 PM | Ask10:00:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.69EUR | - | - Bid Size: - |
- Ask Size: - |
DT.PFANDBRIEFBK AG | 8.00 - | 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 - |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-08-08 |
| Last trading day: | 2024-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -2.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.64 |
|---|---|
| Intrinsic value: | 2.64 |
| Implied volatility: | 4.72 |
| Historic volatility: | 0.39 |
| Parity: | 2.64 |
| Time value: | 0.04 |
| Break-even: | 5.33 |
| Moneyness: | 1.49 |
| Premium: | 0.01 |
| Premium p.a.: | 9.73 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | -0.93 |
| Theta: | -0.09 |
| Omega: | -1.87 |
| Rho: | 0.00 |
Quote data
| Open: | 2.65 |
|---|---|
| High: | 2.73 |
| Low: | 2.65 |
| Previous Close: | 2.69 |
| Turnover: | 0.00 |
| Market phase: | SU |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +8.03% | ||
| 3 Months | -36.71% | ||
| YTD | +19.03% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.69 | 2.69 |
|---|---|---|
| 1M High / 1M Low: | 2.69 | 2.10 |
| 6M High / 6M Low: | 4.92 | 2.10 |
| High (YTD): | 2024-02-28 | 4.92 |
| Low (YTD): | 2024-06-03 | 2.10 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.69 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 2.41 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | 3.31 | |
| Avg. volume 6M: | 0.00 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 73.31% | |
| Volatility 6M: | 61.63% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
