Soc. Generale Put 100 DIS 20.09.2024
/ DE000SU2RAH8
Soc. Generale Put 100 DIS 20.09.2.../ DE000SU2RAH8 /
| 6/27/2024 9:49:52 PM |
Chg.0.000 |
Bid8:00:00 AM |
Ask8:00:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
0.00% |
0.360
Bid Size: 8,400 |
0.370
Ask Size: 8,400 |
Walt Disney Co |
100.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/23/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-0.20 |
| Time value: |
0.38 |
| Break-even: |
89.83 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
-0.39 |
| Theta: |
-0.03 |
| Omega: |
-9.72 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.350 |
| High: |
0.370 |
| Low: |
0.350 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.50% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+117.65% |
| YTD |
|
|
-67.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.360 |
| 1M High / 1M Low: |
0.480 |
0.330 |
| 6M High / 6M Low: |
1.230 |
0.170 |
| High (YTD): |
1/10/2024 |
1.230 |
| Low (YTD): |
4/2/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.485 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.52% |
| Volatility 6M: |
|
184.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
