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

EUWAX
7/31/2024  9:12:21 AM Chg.-0.011 Bid11:33:19 AM Ask11:33:19 AM Underlying Strike price Expiration date Option type
0.054EUR -16.92% -
Bid Size: -
-
Ask Size: -
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: -179.06
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.22
Parity: -1.46
Time value: 0.06
Break-even: 9,936.00
Moneyness: 0.87
Premium: 0.13
Premium p.a.: 1.44
Spread abs.: 0.01
Spread %: 23.08%
Delta: -0.10
Theta: -2.12
Omega: -17.62
Rho: -1.67
 

Quote data

Open: 0.054
High: 0.054
Low: 0.054
Previous Close: 0.065
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.46%
1 Month
  -78.40%
3 Months
  -87.73%
YTD
  -92.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.065
1M High / 1M Low: 0.200 0.065
6M High / 6M Low: 0.560 0.065
High (YTD): 1/3/2024 0.740
Low (YTD): 7/30/2024 0.065
52W High: - -
52W Low: - -
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   0.282
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   375.55%
Volatility 6M:   248.05%
Volatility 1Y:   -
Volatility 3Y:   -