Soc. Generale Put 24 BATS 21.03.2025
/ DE000SU797Z3
Soc. Generale Put 24 BATS 21.03.2.../ DE000SU797Z3 /
| 2024-09-25 9:50:25 AM |
Chg.+0.004 |
Bid7:42:07 PM |
Ask7:42:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.055EUR |
+7.84% |
0.049
Bid Size: 10,000 |
0.059
Ask Size: 10,000 |
British American Tob... |
24.00 GBP |
2025-03-21 |
Put |
Master data
| WKN: |
SU797Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
British American Tobacco PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-55.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
-0.56 |
| Time value: |
0.06 |
| Break-even: |
28.18 |
| Moneyness: |
0.84 |
| Premium: |
0.18 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
19.23% |
| Delta: |
-0.15 |
| Theta: |
0.00 |
| Omega: |
-8.37 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.055 |
| High: |
0.055 |
| Low: |
0.055 |
| Previous Close: |
0.051 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.24% |
| 1 Month |
|
|
-20.29% |
| 3 Months |
|
|
-67.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.066 |
0.046 |
| 1M High / 1M Low: |
0.071 |
0.036 |
| 6M High / 6M Low: |
0.380 |
0.036 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.184 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.16% |
| Volatility 6M: |
|
123.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
