Soc. Generale Put 100 DIS 20.09.2024
/ DE000SU2RAH8
Soc. Generale Put 100 DIS 20.09.2.../ DE000SU2RAH8 /
| 31/07/2024 17:34:12 |
Chg.-0.060 |
Bid18:03:57 |
Ask18:03:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-8.00% |
0.700
Bid Size: 150,000 |
0.710
Ask Size: 150,000 |
Walt Disney Co |
100.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
SU2RAH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
23/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.57 |
| Time value: |
0.20 |
| Break-even: |
84.76 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
-0.65 |
| Theta: |
-0.03 |
| Omega: |
-7.36 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.690 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.35% |
| 1 Month |
|
|
+32.69% |
| 3 Months |
|
|
+130.00% |
| YTD |
|
|
-40.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.750 |
| 1M High / 1M Low: |
1.040 |
0.470 |
| 6M High / 6M Low: |
1.040 |
0.170 |
| High (YTD): |
10/01/2024 |
1.230 |
| Low (YTD): |
02/04/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.934 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.661 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.410 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.81% |
| Volatility 6M: |
|
201.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
