Soc. Generale Put 30 DTE 21.06.2024
/ DE000SU13PE8
Soc. Generale Put 30 DTE 21.06.20.../ DE000SU13PE8 /
| 2024-05-16 10:52:14 AM |
Chg.+0.10 |
Bid12:45:21 PM |
Ask12:45:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.97EUR |
+1.27% |
8.02
Bid Size: 25,000 |
8.05
Ask Size: 25,000 |
DT.TELEKOM AG NA |
30.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
SU13PE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.88 |
| Intrinsic value: |
7.88 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.16 |
| Parity: |
7.88 |
| Time value: |
0.07 |
| Break-even: |
22.05 |
| Moneyness: |
1.36 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.09 |
| Spread %: |
1.15% |
| Delta: |
-0.91 |
| Theta: |
-0.01 |
| Omega: |
-2.53 |
| Rho: |
-0.03 |
Quote data
| Open: |
7.96 |
| High: |
7.97 |
| Low: |
7.96 |
| Previous Close: |
7.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.51% |
| 1 Month |
|
|
-10.15% |
| 3 Months |
|
|
-3.98% |
| YTD |
|
|
-8.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.26 |
7.87 |
| 1M High / 1M Low: |
9.13 |
7.87 |
| 6M High / 6M Low: |
9.13 |
7.16 |
| High (YTD): |
2024-04-17 |
9.13 |
| Low (YTD): |
2024-01-24 |
7.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
31.02% |
| Volatility 6M: |
|
34.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
