Soc. Generale Put 80 DIS 20.09.2024
/ DE000SW3YC89
Soc. Generale Put 80 DIS 20.09.20.../ DE000SW3YC89 /
| 21/06/2024 21:35:26 |
Chg.-0.002 |
Bid21:58:01 |
Ask21:58:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.036EUR |
-5.26% |
0.035
Bid Size: 10,000 |
0.045
Ask Size: 10,000 |
Walt Disney Co |
80.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
SW3YC8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
25/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-217.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-2.08 |
| Time value: |
0.04 |
| Break-even: |
74.38 |
| Moneyness: |
0.78 |
| Premium: |
0.22 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.01 |
| Spread %: |
29.41% |
| Delta: |
-0.06 |
| Theta: |
-0.01 |
| Omega: |
-12.70 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.037 |
| High: |
0.037 |
| Low: |
0.033 |
| Previous Close: |
0.038 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.53% |
| 1 Month |
|
|
-21.74% |
| 3 Months |
|
|
-35.71% |
| YTD |
|
|
-89.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.039 |
0.036 |
| 1M High / 1M Low: |
0.049 |
0.032 |
| 6M High / 6M Low: |
0.350 |
0.032 |
| High (YTD): |
10/01/2024 |
0.350 |
| Low (YTD): |
31/05/2024 |
0.032 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.112 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.57% |
| Volatility 6M: |
|
169.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
