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Soc. Generale Put 10000 LDSVF 20..../  DE000SU0D280  /

EUWAX
5/23/2024  9:07:10 AM Chg.-0.030 Bid12:20:44 PM Ask12:20:44 PM Underlying Strike price Expiration date Option type
0.190EUR -13.64% 0.210
Bid Size: 35,000		 0.220
Ask Size: 35,000		 Lindt & Sprungli AG 10,000.00 - 9/20/2024 Put
 

Master data

WKN: SU0D28
Issuer: Société Générale
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Put
Strike price: 10,000.00 -
Maturity: 9/20/2024
Issue date: 10/6/2023
Last trading day: 9/19/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -54.25
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.22
Parity: -0.85
Time value: 0.20
Break-even: 9,800.00
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 5.26%
Delta: -0.22
Theta: -1.54
Omega: -12.05
Rho: -8.58
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.92%
1 Month
  -57.78%
3 Months
  -40.63%
YTD
  -72.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.220
1M High / 1M Low: 0.460 0.220
6M High / 6M Low: 0.740 0.200
High (YTD): 1/3/2024 0.740
Low (YTD): 3/8/2024 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.250
Avg. volume 1W:   0.000
Avg. price 1M:   0.326
Avg. volume 1M:   0.000
Avg. price 6M:   0.399
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.05%
Volatility 6M:   167.07%
Volatility 1Y:   -
Volatility 3Y:   -