Soc. Generale Put 80 SIX2 20.12.2024
/ DE000SU132S8
Soc. Generale Put 80 SIX2 20.12.2.../ DE000SU132S8 /
2024-09-20 9:37:22 PM |
Chg.+0.300 |
Bid9:57:18 PM |
Ask9:57:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.770EUR |
+20.41% |
1.770 Bid Size: 2,000 |
1.900 Ask Size: 2,000 |
SIXT SE ST O.N. |
80.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
SU132S |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SIXT SE ST O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-13 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.86 |
Intrinsic value: |
1.86 |
Implied volatility: |
0.43 |
Historic volatility: |
0.31 |
Parity: |
1.86 |
Time value: |
0.02 |
Break-even: |
61.30 |
Moneyness: |
1.30 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.04 |
Spread %: |
2.19% |
Delta: |
-0.86 |
Theta: |
-0.01 |
Omega: |
-2.84 |
Rho: |
-0.18 |
Quote data
Open: |
1.460 |
High: |
1.850 |
Low: |
1.460 |
Previous Close: |
1.470 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.12% |
1 Month |
|
|
+10.63% |
3 Months |
|
|
+31.11% |
YTD |
|
|
+261.22% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.800 |
1.470 |
1M High / 1M Low: |
1.920 |
1.470 |
6M High / 6M Low: |
1.990 |
0.580 |
High (YTD): |
2024-08-05 |
1.990 |
Low (YTD): |
2024-01-02 |
0.500 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.662 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.722 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.282 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.26% |
Volatility 6M: |
|
128.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |