Soc. Generale Put 90 DIS 20.12.2024
/ DE000SU0WRD5
Soc. Generale Put 90 DIS 20.12.20.../ DE000SU0WRD5 /
| 2024-06-24 10:57:25 AM |
Chg.-0.010 |
Bid2024-06-24 |
Ask2024-06-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-3.85% |
0.250
Bid Size: 10,000 |
0.260
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: |
-36.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-1.15 |
| Time value: |
0.26 |
| Break-even: |
81.61 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
-0.21 |
| Theta: |
-0.01 |
| Omega: |
-7.72 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.41% |
| 1 Month |
|
|
-7.41% |
| 3 Months |
|
|
+19.05% |
| YTD |
|
|
-67.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.260 |
| 1M High / 1M Low: |
0.310 |
0.230 |
| 6M High / 6M Low: |
0.790 |
0.160 |
| High (YTD): |
2024-01-10 |
0.790 |
| Low (YTD): |
2024-05-06 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.267 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.348 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.58% |
| Volatility 6M: |
|
144.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
