Soc. Generale Put 180 FFIV 21.06.2024
/ DE000SU26HB3
Soc. Generale Put 180 FFIV 21.06..../ DE000SU26HB3 /
2024-05-30 8:30:29 PM |
Chg.+0.140 |
Bid8:48:45 PM |
Ask8:48:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.180EUR |
+13.46% |
1.180 Bid Size: 8,000 |
1.260 Ask Size: 8,000 |
F5 Inc |
180.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
SU26HB |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
F5 Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
180.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-05 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
1.09 |
Implied volatility: |
0.33 |
Historic volatility: |
0.19 |
Parity: |
1.09 |
Time value: |
0.12 |
Break-even: |
154.55 |
Moneyness: |
1.07 |
Premium: |
0.01 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.07 |
Spread %: |
6.14% |
Delta: |
-0.78 |
Theta: |
-0.07 |
Omega: |
-9.99 |
Rho: |
-0.08 |
Quote data
Open: |
0.910 |
High: |
1.250 |
Low: |
0.910 |
Previous Close: |
1.040 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.32% |
1 Month |
|
|
-9.23% |
3 Months |
|
|
+63.89% |
YTD |
|
|
+7.27% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.130 |
0.720 |
1M High / 1M Low: |
1.420 |
0.650 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-05 |
1.480 |
Low (YTD): |
2024-04-09 |
0.470 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.986 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.955 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
315.13% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |