Soc. Generale Put 120 PER 20.12.2024
/ DE000SU9MZ92
Soc. Generale Put 120 PER 20.12.2.../ DE000SU9MZ92 /
8/15/2024 8:27:31 AM |
Chg.-0.030 |
Bid12:14:47 PM |
Ask12:14:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
-4.23% |
0.730 Bid Size: 35,000 |
0.750 Ask Size: 35,000 |
PERNOD RICARD ... |
120.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
SU9MZ9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
PERNOD RICARD O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
2/20/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-16.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.22 |
Parity: |
-0.23 |
Time value: |
0.75 |
Break-even: |
112.50 |
Moneyness: |
0.98 |
Premium: |
0.08 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.02 |
Spread %: |
2.74% |
Delta: |
-0.40 |
Theta: |
-0.03 |
Omega: |
-6.49 |
Rho: |
-0.20 |
Quote data
Open: |
0.680 |
High: |
0.680 |
Low: |
0.680 |
Previous Close: |
0.710 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.23% |
1 Month |
|
|
+21.43% |
3 Months |
|
|
+119.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.730 |
0.680 |
1M High / 1M Low: |
0.790 |
0.540 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.704 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.675 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
227.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |