Soc. Generale Put 250 FDX 21.06.2024
/ DE000SU2J2K8
Soc. Generale Put 250 FDX 21.06.2.../ DE000SU2J2K8 /
| 07/06/2024 21:37:44 |
Chg.+0.040 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+8.89% |
0.490
Bid Size: 6,200 |
0.510
Ask Size: 6,200 |
FedEx Corp |
250.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
SU2J2K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
21/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-48.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
-0.02 |
| Time value: |
0.47 |
| Break-even: |
224.83 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.02 |
| Spread %: |
4.44% |
| Delta: |
-0.47 |
| Theta: |
-0.17 |
| Omega: |
-23.02 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.350 |
| High: |
0.490 |
| Low: |
0.350 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.51% |
| 1 Month |
|
|
+36.11% |
| 3 Months |
|
|
-61.11% |
| YTD |
|
|
-61.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.410 |
| 1M High / 1M Low: |
0.780 |
0.180 |
| 6M High / 6M Low: |
2.010 |
0.093 |
| High (YTD): |
13/02/2024 |
2.010 |
| Low (YTD): |
28/03/2024 |
0.093 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.467 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.948 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
429.82% |
| Volatility 6M: |
|
396.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
