Soc. Generale Put 8 PRU 20.12.2024
/ DE000SU6HYL2
Soc. Generale Put 8 PRU 20.12.202.../ DE000SU6HYL2 /
| 2024-06-17 4:37:14 PM |
Chg.+0.090 |
Bid5:12:07 PM |
Ask5:12:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
+6.29% |
1.510
Bid Size: 25,000 |
1.530
Ask Size: 25,000 |
Prudential PLC ORD 5... |
8.00 GBP |
2024-12-20 |
Put |
Master data
| WKN: |
SU6HYL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Prudential PLC ORD 5P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
8.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.34 |
| Parity: |
1.18 |
| Time value: |
0.29 |
| Break-even: |
8.01 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.38% |
| Delta: |
-0.63 |
| Theta: |
0.00 |
| Omega: |
-3.56 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.380 |
| High: |
1.520 |
| Low: |
1.380 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.69% |
| 1 Month |
|
|
+90.00% |
| 3 Months |
|
|
+61.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.430 |
1.270 |
| 1M High / 1M Low: |
1.430 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.123 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
