Soc. Generale Put 100 DIS 20.09.2024
/ DE000SU2RAH8
Soc. Generale Put 100 DIS 20.09.2.../ DE000SU2RAH8 /
| 2024-06-21 9:47:35 PM |
Chg.0.000 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
0.00% |
0.380
Bid Size: 7,900 |
0.390
Ask Size: 7,900 |
Walt Disney Co |
100.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SU2RAH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-23 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-24.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-0.21 |
| Time value: |
0.39 |
| Break-even: |
89.63 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
-0.38 |
| Theta: |
-0.02 |
| Omega: |
-9.43 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.390 |
| High: |
0.400 |
| Low: |
0.380 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-6.98% |
| 3 Months |
|
|
+60.00% |
| YTD |
|
|
-65.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.400 |
| 1M High / 1M Low: |
0.480 |
0.330 |
| 6M High / 6M Low: |
1.230 |
0.170 |
| High (YTD): |
2024-01-10 |
1.230 |
| Low (YTD): |
2024-04-02 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.398 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.495 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.96% |
| Volatility 6M: |
|
186.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
