Soc. Generale Put 11.5 GRF 20.09.2024
/ DE000SU51497
Soc. Generale Put 11.5 GRF 20.09..../ DE000SU51497 /
| 2024-06-10 8:47:27 AM |
Chg.+0.03 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
+2.22% |
-
Bid Size: - |
-
Ask Size: - |
GRIFOLS GRIFOLS S.A. |
11.50 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SU5149 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
GRIFOLS GRIFOLS S.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-3.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.70 |
| Parity: |
1.08 |
| Time value: |
0.27 |
| Break-even: |
8.80 |
| Moneyness: |
1.23 |
| Premium: |
0.06 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
-0.04 |
| Spread %: |
-2.88% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-2.23 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.22% |
| 1 Month |
|
|
-6.76% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
+89.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
1.32 |
| 1M High / 1M Low: |
1.55 |
1.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-07 |
2.46 |
| Low (YTD): |
2024-01-04 |
0.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
