SG/PUT/S&P 500/5200/0.005/20.12.24 Stock

Warrant

2R87S

DE000SW7SZ29

Real-time Euronext Paris 04:38:57 2024-07-18 EDT
0.355 EUR -7.79% Intraday chart for SG/PUT/S&P 500/5200/0.005/20.12.24
Current month-13.48%
1 month-22.22%
Date Price Change
24-07-18 0.355 -7.79%
24-07-17 0.385 +18.46%
24-07-16 0.325 +3.17%
24-07-15 0.315 -3.08%
24-07-12 0.325 -10.96%

Real-time Euronext Paris

Last update July 18, 2024 at 04:38 am

More quotes

Static data

Product typeWarrants
Buy / SellPUT
Underlying S&P 500
IssuerLogo Issuer Société Générale Société Générale
2R87S
ISINDE000SW7SZ29
Date issued 2024-03-15
Strike 5,200 PTS
Maturity 2024-12-20 (156 Days)
Parity 200 : 1
Emission price 1.04
Emission volume N/A
Settlement Por diferencias
Currency EUR

Technical Indicators

Highest since issue 1.575
Lowest since issue 0.305
Delta-0.2x
Omega 14.18
Premium8.34x
Gearing72x
Moneyness 0.9305
Difference Strike -388.3 PTS
Difference Strike %-7.47%
Spread 0.01
Spread %2.78%
Theoretical value 0.3550
Implied Volatility 18.37 %
Total Loss Probability 76.82 %
Intrinsic value 0.000000
Present value 0.3550
Break even 5,122.41 €
Theta-0.01x
Vega0.05x
Rho-0.02x
  1. Stock Market
  2. Warrants
  3. 2R87S Warrant