Soc. Generale Put 3.5 RR/ 21.06.2024
/ DE000SU9ZKM5
Soc. Generale Put 3.5 RR/ 21.06.2.../ DE000SU9ZKM5 /
21/05/2024 10:18:58 |
Chg.-0.025 |
Bid12:29:30 |
Ask12:29:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.019EUR |
-56.82% |
0.018 Bid Size: 70,000 |
0.037 Ask Size: 70,000 |
Rolls-Royce Holdings... |
3.50 GBP |
21/06/2024 |
Put |
Master data
WKN: |
SU9ZKM |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.50 GBP |
Maturity: |
21/06/2024 |
Issue date: |
28/02/2024 |
Last trading day: |
20/06/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-120.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.59 |
Historic volatility: |
0.42 |
Parity: |
-0.94 |
Time value: |
0.04 |
Break-even: |
4.05 |
Moneyness: |
0.81 |
Premium: |
0.20 |
Premium p.a.: |
7.20 |
Spread abs.: |
0.02 |
Spread %: |
82.61% |
Delta: |
-0.10 |
Theta: |
0.00 |
Omega: |
-11.48 |
Rho: |
0.00 |
Quote data
Open: |
0.019 |
High: |
0.019 |
Low: |
0.019 |
Previous Close: |
0.044 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-62.75% |
1 Month |
|
|
-82.73% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.051 |
0.044 |
1M High / 1M Low: |
0.110 |
0.039 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.049 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.066 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
234.13% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |