Soc. Generale Put 560 MUV2 21.06.2024
/ DE000SU61FY6
Soc. Generale Put 560 MUV2 21.06..../ DE000SU61FY6 /
04/06/2024 21:42:01 |
Chg.+0.070 |
Bid21:47:36 |
Ask21:47:36 |
Underlying |
Strike price |
Expiration date |
Option type |
1.090EUR |
+6.86% |
1.090 Bid Size: 25,000 |
1.110 Ask Size: 25,000 |
MUENCH.RUECKVERS.VNA... |
560.00 EUR |
21/06/2024 |
Put |
Master data
WKN: |
SU61FY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
560.00 EUR |
Maturity: |
21/06/2024 |
Issue date: |
16/01/2024 |
Last trading day: |
20/06/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.02 |
Intrinsic value: |
1.02 |
Implied volatility: |
0.54 |
Historic volatility: |
0.17 |
Parity: |
1.02 |
Time value: |
0.00 |
Break-even: |
458.00 |
Moneyness: |
1.22 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.01 |
Spread %: |
0.99% |
Delta: |
-0.95 |
Theta: |
-0.11 |
Omega: |
-4.27 |
Rho: |
-0.25 |
Quote data
Open: |
1.010 |
High: |
1.090 |
Low: |
1.010 |
Previous Close: |
1.020 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.92% |
1 Month |
|
|
-30.57% |
3 Months |
|
|
-21.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.090 |
1.010 |
1M High / 1M Low: |
1.460 |
0.960 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.034 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.085 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |