Soc. Generale Put 9 PRU 20.12.2024
/ DE000SU6HYM0
Soc. Generale Put 9 PRU 20.12.202.../ DE000SU6HYM0 /
| 2024-09-26 8:22:24 AM |
Chg.+0.09 |
Bid10:05:27 AM |
Ask10:05:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.90EUR |
+3.20% |
2.66
Bid Size: 15,000 |
2.69
Ask Size: 15,000 |
Prudential PLC ORD 5... |
9.00 GBP |
2024-12-20 |
Put |
Master data
| WKN: |
SU6HYM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Prudential PLC ORD 5P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
9.00 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: |
-2.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.95 |
| Intrinsic value: |
2.95 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.05 |
| Parity: |
2.95 |
| Time value: |
0.12 |
| Break-even: |
7.70 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.99% |
| Delta: |
-0.82 |
| Theta: |
0.00 |
| Omega: |
-2.08 |
| Rho: |
-0.02 |
Quote data
| Open: |
2.90 |
| High: |
2.90 |
| Low: |
2.90 |
| Previous Close: |
2.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.36% |
| 1 Month |
|
|
+12.40% |
| 3 Months |
|
|
+48.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.08 |
2.81 |
| 1M High / 1M Low: |
3.34 |
2.55 |
| 6M High / 6M Low: |
3.34 |
1.30 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.94% |
| Volatility 6M: |
|
94.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
