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Soc. Generale Put 0.8 VOD 20.09.2.../  DE000SU130S2  /

Frankfurt Zert./SG
6/14/2024  8:56:24 AM Chg.+0.010 Bid9:15:04 AM Ask9:15:04 AM Underlying Strike price Expiration date Option type
1.360EUR +0.74% 1.330
Bid Size: 25,000		 1.530
Ask Size: 25,000		 Vodafone Group PLC O... 0.80 GBP 9/20/2024 Put
 

Master data

WKN: SU130S
Issuer: Société Générale
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Put
Strike price: 0.80 GBP
Maturity: 9/20/2024
Issue date: 11/13/2023
Last trading day: 9/19/2024
Ratio: 1:10
Exercise type: American
Quanto: No
Gearing: -5.21
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 1.38
Implied volatility: 0.41
Historic volatility: 0.27
Parity: 1.38
Time value: 0.18
Break-even: 0.79
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.20
Spread %: 14.71%
Delta: -0.72
Theta: 0.00
Omega: -3.75
Rho: 0.00
 

Quote data

Open: 1.360
High: 1.360
Low: 1.360
Previous Close: 1.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+23.64%
1 Month  
+6.25%
3 Months
  -33.00%
YTD
  -21.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.350 1.100
1M High / 1M Low: 1.350 0.950
6M High / 6M Low: 2.170 0.950
High (YTD): 2/9/2024 2.170
Low (YTD): 6/4/2024 0.950
52W High: - -
52W Low: - -
Avg. price 1W:   1.224
Avg. volume 1W:   0.000
Avg. price 1M:   1.144
Avg. volume 1M:   0.000
Avg. price 6M:   1.678
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.11%
Volatility 6M:   98.04%
Volatility 1Y:   -
Volatility 3Y:   -