Soc. Generale Put 80 GIS 21.06.2024
/ DE000SV48BU8
Soc. Generale Put 80 GIS 21.06.20.../ DE000SV48BU8 /
| 2024-06-13 9:02:54 AM |
Chg.- |
Bid11:05:08 AM |
Ask11:05:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
General Mills Inc |
80.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
SV48BU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
General Mills Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-11 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.17 |
| Parity: |
1.34 |
| Time value: |
0.06 |
| Break-even: |
60.50 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.06 |
| Spread %: |
4.48% |
| Delta: |
-0.86 |
| Theta: |
-0.15 |
| Omega: |
-3.77 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.32 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.92% |
| 1 Month |
|
|
+60.98% |
| 3 Months |
|
|
+5.60% |
| YTD |
|
|
-3.65% |
| 1 Year |
|
|
+127.59% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.11 |
| 1M High / 1M Low: |
1.32 |
0.73 |
| 6M High / 6M Low: |
1.58 |
0.68 |
| High (YTD): |
2024-02-15 |
1.58 |
| Low (YTD): |
2024-04-25 |
0.68 |
| 52W High: |
2023-10-12 |
1.78 |
| 52W Low: |
2023-06-26 |
0.52 |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.17 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
125.81% |
| Volatility 6M: |
|
110.61% |
| Volatility 1Y: |
|
97.35% |
| Volatility 3Y: |
|
- |
