Soc. Generale Put 480 MUV2 21.06.2024
/ DE000SU61FV2
Soc. Generale Put 480 MUV2 21.06..../ DE000SU61FV2 /
| 2024-06-18 9:37:19 PM |
Chg.-0.430 |
Bid9:59:26 PM |
Ask9:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
-20.87% |
1.620
Bid Size: 2,000 |
1.880
Ask Size: 2,000 |
MUENCH.RUECKVERS.VNA... |
480.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
SU61FV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-20.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
2.18 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.17 |
| Parity: |
2.18 |
| Time value: |
0.11 |
| Break-even: |
457.10 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.05 |
| Spread %: |
2.23% |
| Delta: |
-0.87 |
| Theta: |
-0.63 |
| Omega: |
-17.33 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.990 |
| High: |
2.050 |
| Low: |
1.630 |
| Previous Close: |
2.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.41% |
| 1 Month |
|
|
-28.51% |
| 3 Months |
|
|
-59.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.210 |
1.450 |
| 1M High / 1M Low: |
2.920 |
1.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.113 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
280.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
