Soc. Generale Put 90 DIS 20.12.2024
/ DE000SU0WRD5
Soc. Generale Put 90 DIS 20.12.20.../ DE000SU0WRD5 /
2024-09-25 9:40:29 PM |
Chg.-0.010 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-3.23% |
0.300 Bid Size: 10,000 |
0.310 Ask Size: 10,000 |
Walt Disney Co |
90.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
SU0WRD |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Walt Disney Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-10-18 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-27.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.23 |
Parity: |
-0.33 |
Time value: |
0.31 |
Break-even: |
77.32 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.01 |
Spread %: |
3.33% |
Delta: |
-0.34 |
Theta: |
-0.02 |
Omega: |
-9.31 |
Rho: |
-0.08 |
Quote data
Open: |
0.300 |
High: |
0.310 |
Low: |
0.290 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-11.76% |
1 Month |
|
|
-28.57% |
3 Months |
|
|
+25.00% |
YTD |
|
|
-60.53% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.310 |
1M High / 1M Low: |
0.570 |
0.310 |
6M High / 6M Low: |
0.750 |
0.160 |
High (YTD): |
2024-01-10 |
0.790 |
Low (YTD): |
2024-05-06 |
0.160 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.326 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.441 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.343 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.93% |
Volatility 6M: |
|
160.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |