Soc. Generale Put 20 VAS 20.12.2024
/ DE000SU135Z6
Soc. Generale Put 20 VAS 20.12.20.../ DE000SU135Z6 /
| 9/26/2024 9:36:48 AM |
Chg.-0.013 |
Bid3:10:10 PM |
Ask3:10:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
-20.97% |
0.043
Bid Size: 25,000 |
0.053
Ask Size: 25,000 |
VOESTALPINE AG |
20.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SU135Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-28.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
-0.17 |
| Time value: |
0.08 |
| Break-even: |
19.24 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
15.15% |
| Delta: |
-0.28 |
| Theta: |
-0.01 |
| Omega: |
-8.01 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.049 |
| High: |
0.049 |
| Low: |
0.049 |
| Previous Close: |
0.062 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.62% |
| 1 Month |
|
|
-39.51% |
| 3 Months |
|
|
-2.00% |
| YTD |
|
|
-43.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.062 |
| 1M High / 1M Low: |
0.120 |
0.062 |
| 6M High / 6M Low: |
0.120 |
0.041 |
| High (YTD): |
9/11/2024 |
0.120 |
| Low (YTD): |
7/9/2024 |
0.041 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.069 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.08% |
| Volatility 6M: |
|
174.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
