Soc. Generale Put 22 BATS 21.03.2025
/ DE000SU797Y6
Soc. Generale Put 22 BATS 21.03.2.../ DE000SU797Y6 /
| 20/09/2024 21:42:29 |
Chg.-0.002 |
Bid21:57:01 |
Ask21:57:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
-6.45% |
0.029
Bid Size: 10,000 |
0.039
Ask Size: 10,000 |
British American Tob... |
22.00 GBP |
21/03/2025 |
Put |
Master data
| WKN: |
SU797Y |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
British American Tobacco PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 GBP |
| Maturity: |
21/03/2025 |
| Issue date: |
13/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-86.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
-0.73 |
| Time value: |
0.04 |
| Break-even: |
25.86 |
| Moneyness: |
0.78 |
| Premium: |
0.23 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
34.48% |
| Delta: |
-0.10 |
| Theta: |
0.00 |
| Omega: |
-8.58 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.032 |
| High: |
0.032 |
| Low: |
0.029 |
| Previous Close: |
0.031 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.00% |
| 1 Month |
|
|
-21.62% |
| 3 Months |
|
|
-73.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.031 |
0.019 |
| 1M High / 1M Low: |
0.037 |
0.018 |
| 6M High / 6M Low: |
0.240 |
0.018 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.025 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.109 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.69% |
| Volatility 6M: |
|
153.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
