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Soc. Generale Put 400 MUV2 20.12..../  DE000SU1N6R9  /

Frankfurt Zert./SG
2024-06-18  9:51:26 AM Chg.-0.040 Bid2024-06-18 Ask2024-06-18 Underlying Strike price Expiration date Option type
0.870EUR -4.40% 0.870
Bid Size: 25,000		 0.900
Ask Size: 25,000		 MUENCH.RUECKVERS.VNA... 400.00 EUR 2024-12-20 Put
 

Master data

WKN: SU1N6R
Issuer: Société Générale
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Put
Strike price: 400.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-03
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -48.23
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.17
Parity: -5.82
Time value: 0.95
Break-even: 390.50
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 3.26%
Delta: -0.18
Theta: -0.05
Omega: -8.81
Rho: -0.47
 

Quote data

Open: 0.890
High: 0.890
Low: 0.870
Previous Close: 0.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.14%
1 Month  
+3.57%
3 Months
  -38.73%
YTD
  -80.23%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.780
1M High / 1M Low: 1.020 0.780
6M High / 6M Low: 4.400 0.780
High (YTD): 2024-01-11 4.380
Low (YTD): 2024-06-12 0.780
52W High: - -
52W Low: - -
Avg. price 1W:   0.866
Avg. volume 1W:   0.000
Avg. price 1M:   0.877
Avg. volume 1M:   0.000
Avg. price 6M:   2.232
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.67%
Volatility 6M:   127.30%
Volatility 1Y:   -
Volatility 3Y:   -