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

EUWAX
29/07/2024  09:21:26 Chg.-0.005 Bid10:52:54 Ask10:52:54 Underlying Strike price Expiration date Option type
0.069EUR -6.76% 0.065
Bid Size: 30,000		 0.077
Ask Size: 30,000		 Lindt & Sprungli AG 10,000.00 - 20/09/2024 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: 20/09/2024
Issue date: 06/10/2023
Last trading day: 19/09/2024
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: -152.03
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.22
Parity: -1.25
Time value: 0.07
Break-even: 9,926.00
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 1.15
Spread abs.: 0.01
Spread %: 19.35%
Delta: -0.12
Theta: -2.14
Omega: -17.91
Rho: -2.03
 

Quote data

Open: 0.069
High: 0.069
Low: 0.069
Previous Close: 0.074
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.50%
1 Month
  -72.40%
3 Months
  -83.57%
YTD
  -90.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.074
1M High / 1M Low: 0.200 0.074
6M High / 6M Low: 0.560 0.074
High (YTD): 03/01/2024 0.740
Low (YTD): 26/07/2024 0.074
52W High: - -
52W Low: - -
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.136
Avg. volume 1M:   0.000
Avg. price 6M:   0.287
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   395.36%
Volatility 6M:   248.34%
Volatility 1Y:   -
Volatility 3Y:   -