Soc. Generale Put 16 VALE 20.12.2024
/ DE000SU275G0
Soc. Generale Put 16 VALE 20.12.2.../ DE000SU275G0 /
| 20/09/2024 08:30:36 |
Chg.-0.11 |
Bid14:52:15 |
Ask14:52:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.60EUR |
-2.34% |
4.66
Bid Size: 3,000 |
-
Ask Size: - |
Vale SA |
16.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
SU275G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.70 |
| Intrinsic value: |
4.70 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.24 |
| Parity: |
4.70 |
| Time value: |
0.03 |
| Break-even: |
9.61 |
| Moneyness: |
1.49 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.88 |
| Theta: |
0.00 |
| Omega: |
-1.79 |
| Rho: |
-0.03 |
Quote data
| Open: |
4.60 |
| High: |
4.60 |
| Low: |
4.60 |
| Previous Close: |
4.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.26% |
| 1 Month |
|
|
-4.56% |
| 3 Months |
|
|
+3.84% |
| YTD |
|
|
+110.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.96 |
4.71 |
| 1M High / 1M Low: |
5.39 |
4.43 |
| 6M High / 6M Low: |
5.39 |
3.07 |
| High (YTD): |
11/09/2024 |
5.39 |
| Low (YTD): |
03/01/2024 |
2.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.71% |
| Volatility 6M: |
|
67.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
