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Soc. Generale Put 12.5 T5W 21.06..../  DE000SU15ML5  /

EUWAX
2024-06-19  8:06:39 AM Chg.-0.030 Bid9:01:13 AM Ask9:01:13 AM Underlying Strike price Expiration date Option type
0.500EUR -5.66% 0.410
Bid Size: 7,400		 0.430
Ask Size: 7,400		 JUST EAT TAKEAWAY. E... 12.50 EUR 2024-06-21 Put
 

Master data

WKN: SU15ML
Issuer: Société Générale
Currency: EUR
Underlying: JUST EAT TAKEAWAY. EO-,04
Type: Warrant
Option type: Put
Strike price: 12.50 EUR
Maturity: 2024-06-21
Issue date: 2023-11-14
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: -16.83
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.55
Implied volatility: 0.85
Historic volatility: 0.46
Parity: 0.55
Time value: 0.16
Break-even: 11.79
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 4.04
Spread abs.: 0.13
Spread %: 22.41%
Delta: -0.71
Theta: -0.05
Omega: -11.89
Rho: 0.00
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.96%
1 Month  
+138.10%
3 Months
  -50.98%
YTD
  -64.54%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.510
1M High / 1M Low: 0.900 0.170
6M High / 6M Low: 1.500 0.170
High (YTD): 2024-01-16 1.500
Low (YTD): 2024-05-20 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.578
Avg. volume 1W:   0.000
Avg. price 1M:   0.516
Avg. volume 1M:   0.000
Avg. price 6M:   0.808
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   443.83%
Volatility 6M:   267.15%
Volatility 1Y:   -
Volatility 3Y:   -