Soc. Generale Put 55 BAS 21.06.2024
/ DE000SU61AV3
Soc. Generale Put 55 BAS 21.06.20.../ DE000SU61AV3 /
| 2024-06-07 9:48:50 PM |
Chg.+0.030 |
Bid2024-06-07 |
Ask2024-06-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+3.80% |
0.820
Bid Size: 10,000 |
0.850
Ask Size: 10,000 |
BASF SE NA O.N. |
55.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
SU61AV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BASF SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.23 |
| Parity: |
0.82 |
| Time value: |
0.02 |
| Break-even: |
46.60 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
-0.90 |
| Theta: |
-0.03 |
| Omega: |
-4.99 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.780 |
| High: |
0.830 |
| Low: |
0.770 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.13% |
| 1 Month |
|
|
+60.78% |
| 3 Months |
|
|
-8.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.720 |
| 1M High / 1M Low: |
0.820 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.651 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
