Soc. Generale Put 200 DHR 20.12.2024
/ DE000SU0WMD6
Soc. Generale Put 200 DHR 20.12.2.../ DE000SU0WMD6 /
| 14/06/2024 21:46:47 |
Chg.0.000 |
Bid21:58:03 |
Ask21:58:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
0.00% |
0.280
Bid Size: 10,000 |
0.290
Ask Size: 10,000 |
Danaher Corporation |
200.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
SU0WMD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
18/10/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-85.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
-5.12 |
| Time value: |
0.28 |
| Break-even: |
184.03 |
| Moneyness: |
0.78 |
| Premium: |
0.23 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
-0.10 |
| Theta: |
-0.02 |
| Omega: |
-8.56 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.270 |
| High: |
0.290 |
| Low: |
0.270 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.74% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
-49.09% |
| YTD |
|
|
-71.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.210 |
| 1M High / 1M Low: |
0.320 |
0.190 |
| 6M High / 6M Low: |
1.130 |
0.190 |
| High (YTD): |
17/01/2024 |
1.090 |
| Low (YTD): |
20/05/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.608 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.18% |
| Volatility 6M: |
|
139.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
