Soc. Generale Put 120 ANA 20.12.2024
/ DE000SU616K7
Soc. Generale Put 120 ANA 20.12.2.../ DE000SU616K7 /
2024-09-23 9:46:14 AM |
Chg.+0.030 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
+18.75% |
- Bid Size: - |
- Ask Size: - |
ACCIONA |
120.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
SU616K |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ACCIONA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-17 |
Last trading day: |
2024-12-20 |
Ratio: |
20:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-39.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.30 |
Parity: |
-0.25 |
Time value: |
0.16 |
Break-even: |
116.80 |
Moneyness: |
0.96 |
Premium: |
0.07 |
Premium p.a.: |
0.30 |
Spread abs.: |
-0.05 |
Spread %: |
-23.81% |
Delta: |
-0.32 |
Theta: |
-0.03 |
Omega: |
-12.37 |
Rho: |
-0.10 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-36.67% |
3 Months |
|
|
-73.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.120 |
1M High / 1M Low: |
0.300 |
0.120 |
6M High / 6M Low: |
0.950 |
0.120 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.152 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.223 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.556 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
209.02% |
Volatility 6M: |
|
163.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |