Soc. Generale Put 12 VALE 20.12.2024
/ DE000SU275E5
Soc. Generale Put 12 VALE 20.12.2.../ DE000SU275E5 /
| 2024-06-19 3:58:17 PM |
Chg.-0.040 |
Bid4:29:02 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.430EUR |
-2.72% |
1.410
Bid Size: 25,000 |
-
Ask Size: - |
Vale SA |
12.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
SU275E |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
0.76 |
| Time value: |
0.71 |
| Break-even: |
9.70 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.52 |
| Theta: |
0.00 |
| Omega: |
-3.69 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.400 |
| High: |
1.430 |
| Low: |
1.360 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
+72.29% |
| 3 Months |
|
|
+14.40% |
| YTD |
|
|
+78.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
1.390 |
| 1M High / 1M Low: |
1.540 |
0.830 |
| 6M High / 6M Low: |
1.540 |
0.780 |
| High (YTD): |
2024-06-12 |
1.540 |
| Low (YTD): |
2024-05-21 |
0.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.157 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.56% |
| Volatility 6M: |
|
105.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
