Soc. Generale Put 1.3 GBP/USD 20.12.2024
/ DE000SU6SF10
Soc. Generale Put 1.3 GBP/USD 20..../ DE000SU6SF10 /
| 13/11/2024 08:12:02 |
Chg.+0.03 |
Bid11:03:25 |
Ask11:03:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.88EUR |
+1.05% |
2.80
Bid Size: 30,000 |
2.81
Ask Size: 30,000 |
- |
1.30 USD |
20/12/2024 |
Put |
Master data
| WKN: |
SU6SF1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1.30 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
09/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-43.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
2.38 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.06 |
| Parity: |
2.38 |
| Time value: |
0.40 |
| Break-even: |
1.20 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.36% |
| Delta: |
-0.69 |
| Theta: |
0.00 |
| Omega: |
-29.63 |
| Rho: |
0.00 |
Quote data
| Open: |
2.88 |
| High: |
2.88 |
| Low: |
2.88 |
| Previous Close: |
2.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.49% |
| 1 Month |
|
|
+101.40% |
| 3 Months |
|
|
+5.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.85 |
1.43 |
| 1M High / 1M Low: |
2.85 |
1.38 |
| 6M High / 6M Low: |
4.97 |
0.61 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.95% |
| Volatility 6M: |
|
195.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
