Soc. Generale Put 8 PRU 20.09.2024
/ DE000SW3YUD7
Soc. Generale Put 8 PRU 20.09.202.../ DE000SW3YUD7 /
| 2024-06-24 8:13:57 AM |
Chg.+0.02 |
Bid5:50:08 PM |
Ask5:50:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
+1.69% |
0.87
Bid Size: 3,500 |
0.95
Ask Size: 3,500 |
Prudential PLC ORD 5... |
8.00 GBP |
2024-09-20 |
Put |
Master data
| WKN: |
SW3YUD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Prudential PLC ORD 5P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.05 |
| Parity: |
0.77 |
| Time value: |
0.53 |
| Break-even: |
8.16 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
1.56% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-3.80 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.23% |
| 1 Month |
|
|
+29.03% |
| 3 Months |
|
|
+22.45% |
| YTD |
|
|
+90.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.18 |
| 1M High / 1M Low: |
1.30 |
0.84 |
| 6M High / 6M Low: |
1.39 |
0.53 |
| High (YTD): |
2024-04-16 |
1.39 |
| Low (YTD): |
2024-05-17 |
0.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.74% |
| Volatility 6M: |
|
145.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
