Soc. Generale Put 240 FDX 20.12.2024
/ DE000SU6VL66
Soc. Generale Put 240 FDX 20.12.2.../ DE000SU6VL66 /
| 2024-06-06 8:44:46 AM |
Chg.-0.05 |
Bid9:53:30 PM |
Ask9:53:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
-3.38% |
1.39
Bid Size: 50,000 |
1.41
Ask Size: 50,000 |
FedEx Corp |
240.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
SU6VL6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
-0.74 |
| Time value: |
1.46 |
| Break-even: |
206.11 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
1.39% |
| Delta: |
-0.36 |
| Theta: |
-0.04 |
| Omega: |
-5.69 |
| Rho: |
-0.53 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
+27.68% |
| 3 Months |
|
|
-15.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.20 |
| 1M High / 1M Low: |
1.56 |
0.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
