OverviewChartNewsTraderScreen

Soc. Generale Put 10000 LDSVF 20..../  DE000SU0D280  /

EUWAX
7/26/2024  9:23:27 AM Chg.-0.046 Bid11:41:43 AM Ask11:41:43 AM Underlying Strike price Expiration date Option type
0.074EUR -38.33% 0.090
Bid Size: 30,000		 0.100
Ask Size: 30,000		 Lindt & Sprungli AG 10,000.00 - 9/20/2024 Put
 

Master data

WKN: SU0D28
Issuer: Société Générale
Currency: EUR
Underlying: Lindt & Sprungli AG
Type: Warrant
Option type: Put
Strike price: 10,000.00 -
Maturity: 9/20/2024
Issue date: 10/6/2023
Last trading day: 9/19/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -148.05
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.22
Parity: -1.40
Time value: 0.08
Break-even: 9,923.00
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 1.21
Spread abs.: 0.01
Spread %: 18.46%
Delta: -0.11
Theta: -2.16
Omega: -16.60
Rho: -2.08
 

Quote data

Open: 0.074
High: 0.074
Low: 0.074
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.73%
1 Month
  -71.54%
3 Months
  -81.95%
YTD
  -89.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.076
1M High / 1M Low: 0.260 0.076
6M High / 6M Low: 0.560 0.076
High (YTD): 1/3/2024 0.740
Low (YTD): 7/23/2024 0.076
52W High: - -
52W Low: - -
Avg. price 1W:   0.111
Avg. volume 1W:   0.000
Avg. price 1M:   0.154
Avg. volume 1M:   0.000
Avg. price 6M:   0.289
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   359.24%
Volatility 6M:   242.50%
Volatility 1Y:   -
Volatility 3Y:   -