Soc. Generale Put 25 VAS 20.12.2024
/ DE000SU13505
Soc. Generale Put 25 VAS 20.12.20.../ DE000SU13505 /
| 9/25/2024 9:48:14 PM |
Chg.+0.010 |
Bid9/25/2024 |
Ask9/25/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+2.86% |
0.360
Bid Size: 8,400 |
0.370
Ask Size: 8,400 |
VOESTALPINE AG |
25.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SU1350 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.33 |
| Time value: |
0.03 |
| Break-even: |
21.40 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
-0.77 |
| Theta: |
0.00 |
| Omega: |
-4.61 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.350 |
| High: |
0.360 |
| Low: |
0.340 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
+2.86% |
| 3 Months |
|
|
+80.00% |
| YTD |
|
|
+63.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.350 |
| 1M High / 1M Low: |
0.470 |
0.340 |
| 6M High / 6M Low: |
0.470 |
0.170 |
| High (YTD): |
9/11/2024 |
0.470 |
| Low (YTD): |
5/27/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.398 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.272 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.14% |
| Volatility 6M: |
|
114.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
