Soc. Generale Put 35 BFSA 21.06.2024
/ DE000SU61AZ4
Soc. Generale Put 35 BFSA 21.06.2.../ DE000SU61AZ4 /
| 2024-05-16 8:24:18 AM |
Chg.-0.040 |
Bid10:41:19 AM |
Ask10:41:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-8.16% |
0.440
Bid Size: 6,900 |
0.460
Ask Size: 6,900 |
BEFESA S.A. ORD. O.N... |
35.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
SU61AZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BEFESA S.A. ORD. O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.40 |
| Parity: |
0.42 |
| Time value: |
0.06 |
| Break-even: |
30.20 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
-0.75 |
| Theta: |
-0.02 |
| Omega: |
-4.82 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.05% |
| 1 Month |
|
|
+55.17% |
| 3 Months |
|
|
-18.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.490 |
| 1M High / 1M Low: |
0.870 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.562 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
