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Soc. Generale Put 80 DIS 17.01.20.../  DE000SU0VAV5  /

Frankfurt Zert./SG
2024-09-25  9:50:46 PM Chg.0.000 Bid2024-09-25 Ask2024-09-25 Underlying Strike price Expiration date Option type
0.120EUR 0.00% 0.120
Bid Size: 250,000		 0.130
Ask Size: 250,000		 Walt Disney Co 80.00 USD 2025-01-17 Put
 

Master data

WKN: SU0VAV
Issuer: Société Générale
Currency: EUR
Underlying: Walt Disney Co
Type: Warrant
Option type: Put
Strike price: 80.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -64.40
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.23
Parity: -1.22
Time value: 0.13
Break-even: 70.19
Moneyness: 0.85
Premium: 0.16
Premium p.a.: 0.62
Spread abs.: 0.01
Spread %: 8.33%
Delta: -0.15
Theta: -0.01
Omega: -9.82
Rho: -0.04
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -33.33%
3 Months     0.00%
YTD
  -73.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.240 0.120
6M High / 6M Low: 0.370 0.100
High (YTD): 2024-01-10 0.480
Low (YTD): 2024-05-06 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.184
Avg. volume 1M:   0.000
Avg. price 6M:   0.167
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.22%
Volatility 6M:   161.14%
Volatility 1Y:   -
Volatility 3Y:   -