Soc. Generale Put 800 BLK 21.06.2024
/ DE000SW7ZZB8
Soc. Generale Put 800 BLK 21.06.2.../ DE000SW7ZZB8 /
| 2024-06-11 8:52:43 AM |
Chg.0.000 |
Bid4:32:22 PM |
Ask4:32:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
0.00% |
0.390
Bid Size: 70,000 |
0.400
Ask Size: 70,000 |
BlackRock Inc |
800.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
SW7ZZB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
800.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-21.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.31 |
| Time value: |
0.02 |
| Break-even: |
710.26 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
-0.84 |
| Theta: |
-0.28 |
| Omega: |
-18.22 |
| Rho: |
-0.17 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.34% |
| 1 Month |
|
|
+28.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.210 |
| 1M High / 1M Low: |
0.450 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.245 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
364.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
