Soc. Generale Put 16 VALE 20.12.2024
/ DE000SU275G0
Soc. Generale Put 16 VALE 20.12.2.../ DE000SU275G0 /
| 2024-06-04 1:18:23 PM |
Chg.-0.030 |
Bid2:13:39 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.990EUR |
-0.75% |
4.000
Bid Size: 2,000 |
-
Ask Size: - |
Vale SA |
16.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
SU275G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 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: |
-2.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.83 |
| Intrinsic value: |
3.83 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.27 |
| Parity: |
3.83 |
| Time value: |
0.21 |
| Break-even: |
10.63 |
| Moneyness: |
1.35 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.74 |
| Theta: |
0.00 |
| Omega: |
-1.98 |
| Rho: |
-0.07 |
Quote data
| Open: |
3.900 |
| High: |
3.990 |
| Low: |
3.900 |
| Previous Close: |
4.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.02% |
| 1 Month |
|
|
+14.99% |
| 3 Months |
|
|
+19.82% |
| YTD |
|
|
+82.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.020 |
3.660 |
| 1M High / 1M Low: |
4.020 |
3.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-16 |
4.320 |
| Low (YTD): |
2024-01-03 |
2.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.858 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.528 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
