Soc. Generale Put 150 RDC 21.06.2024
/ DE000SU78AC7
Soc. Generale Put 150 RDC 21.06.2.../ DE000SU78AC7 /
2024-06-04 4:26:33 PM |
Chg.+0.17 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.42EUR |
+5.23% |
- Bid Size: - |
- Ask Size: - |
REDCARE PHARMACY INH... |
150.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
SU78AC |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
REDCARE PHARMACY INH. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-02-12 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.22 |
Intrinsic value: |
3.22 |
Implied volatility: |
1.04 |
Historic volatility: |
0.49 |
Parity: |
3.22 |
Time value: |
0.19 |
Break-even: |
115.90 |
Moneyness: |
1.27 |
Premium: |
0.02 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.20 |
Spread %: |
6.23% |
Delta: |
-0.83 |
Theta: |
-0.18 |
Omega: |
-2.87 |
Rho: |
-0.06 |
Quote data
Open: |
3.33 |
High: |
3.42 |
Low: |
3.33 |
Previous Close: |
3.25 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.32% |
1 Month |
|
|
+30.04% |
3 Months |
|
|
+55.45% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.50 |
3.25 |
1M High / 1M Low: |
4.96 |
1.75 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.38 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.33 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
243.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |