Soc. Generale Put 450 MUV2 20.09..../  DE000SU61F13  /

Frankfurt Zert./SG
6/18/2024  9:42:26 PM Chg.-0.280 Bid8:37:05 AM Ask8:37:05 AM Underlying Strike price Expiration date Option type
1.200EUR -18.92% 1.150
Bid Size: 7,000
1.200
Ask Size: 7,000
MUENCH.RUECKVERS.VNA... 450.00 EUR 9/20/2024 Put
 

Master data

WKN: SU61F1
Issuer: Société Générale
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Put
Strike price: 450.00 EUR
Maturity: 9/20/2024
Issue date: 1/16/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -29.56
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: -0.82
Time value: 1.55
Break-even: 434.50
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 1.97%
Delta: -0.39
Theta: -0.09
Omega: -11.39
Rho: -0.49
 

Quote data

Open: 1.440
High: 1.450
Low: 1.190
Previous Close: 1.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -18.37%
3 Months
  -51.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.550 1.200
1M High / 1M Low: 1.760 1.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.346
Avg. volume 1W:   0.000
Avg. price 1M:   1.438
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -