Soc. Generale Put 25 BHP 20.09.2024
/ DE000SU6PYT8
Soc. Generale Put 25 BHP 20.09.20.../ DE000SU6PYT8 /
| 14/05/2024 09:59:59 |
Chg.-0.020 |
Bid10:46:47 |
Ask10:46:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-5.88% |
0.310
Bid Size: 50,000 |
0.320
Ask Size: 50,000 |
Bhp Group Limited OR... |
25.00 GBP |
20/09/2024 |
Put |
Master data
| WKN: |
SU6PYT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Bhp Group Limited ORD NPV (DI) |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 GBP |
| Maturity: |
20/09/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.25 |
| Time value: |
0.10 |
| Break-even: |
25.60 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
-0.60 |
| Theta: |
-0.01 |
| Omega: |
-4.56 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.310 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.34% |
| 3 Months |
|
|
-8.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.320 |
| 1M High / 1M Low: |
0.390 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.332 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
