Soc. Generale Put 100 DIS 20.12.2024
/ DE000SU2J7X0
Soc. Generale Put 100 DIS 20.12.2.../ DE000SU2J7X0 /
| 08/07/2024 21:41:27 |
Chg.0.000 |
Bid21:58:01 |
Ask21:58:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
0.00% |
0.690
Bid Size: 6,000 |
0.700
Ask Size: 6,000 |
Walt Disney Co |
100.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
SU2J7X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
21/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.19 |
| Time value: |
0.52 |
| Break-even: |
85.27 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.43% |
| Delta: |
-0.47 |
| Theta: |
-0.02 |
| Omega: |
-5.99 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.680 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.45% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+105.88% |
| YTD |
|
|
-43.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.650 |
| 1M High / 1M Low: |
0.720 |
0.530 |
| 6M High / 6M Low: |
1.300 |
0.270 |
| High (YTD): |
10/01/2024 |
1.300 |
| Low (YTD): |
02/04/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.603 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.591 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.79% |
| Volatility 6M: |
|
146.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
