Soc. Generale Put 60 SAX 21.03.2025
/ DE000SW8Y1F1
Soc. Generale Put 60 SAX 21.03.20.../ DE000SW8Y1F1 /
| 10/01/2025 21:44:27 |
Chg.-0.870 |
Bid10/01/2025 |
Ask10/01/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-62.14% |
0.530
Bid Size: 5,700 |
0.550
Ask Size: 5,700 |
STROEER SE + CO. KGA... |
60.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
SW8Y1F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
12/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.29 |
| Parity: |
0.49 |
| Time value: |
0.04 |
| Break-even: |
54.70 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
-0.77 |
| Theta: |
-0.01 |
| Omega: |
-7.98 |
| Rho: |
-0.09 |
Quote data
| Open: |
1.380 |
| High: |
1.430 |
| Low: |
0.500 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-63.95% |
| 1 Month |
|
|
-51.38% |
| 3 Months |
|
|
-18.46% |
| YTD |
|
|
-61.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
0.530 |
| 1M High / 1M Low: |
1.480 |
0.530 |
| 6M High / 6M Low: |
1.480 |
0.490 |
| High (YTD): |
06/01/2025 |
1.480 |
| Low (YTD): |
10/01/2025 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.262 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.807 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.98% |
| Volatility 6M: |
|
133.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |