Soc. Generale Put 80 EVD 20.12.2024
/ DE000SW7UY59
Soc. Generale Put 80 EVD 20.12.20.../ DE000SW7UY59 /
| 2024-06-17 6:16:37 PM |
Chg.+0.020 |
Bid6:28:17 PM |
Ask6:28:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+2.50% |
0.810
Bid Size: 3,800 |
0.830
Ask Size: 3,800 |
CTS EVENTIM KGAA |
80.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
SW7UY5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CTS EVENTIM KGAA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-18 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.26 |
| Parity: |
0.07 |
| Time value: |
0.75 |
| Break-even: |
71.80 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
1.23% |
| Delta: |
-0.43 |
| Theta: |
-0.02 |
| Omega: |
-4.18 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.800 |
| High: |
0.870 |
| Low: |
0.800 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.81% |
| 1 Month |
|
|
+3.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.700 |
| 1M High / 1M Low: |
0.840 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
