Soc. Generale Put 16 BHP 20.09.2024
/ DE000SW2BD37
Soc. Generale Put 16 BHP 20.09.20.../ DE000SW2BD37 /
8/9/2024 8:29:22 AM |
Chg.- |
Bid7:46:48 AM |
Ask7:46:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.002EUR |
- |
0.001 Bid Size: 10,000 |
0.020 Ask Size: 10,000 |
Bhp Group Limited OR... |
16.00 GBP |
9/20/2024 |
Put |
Master data
WKN: |
SW2BD3 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Bhp Group Limited ORD NPV (DI) |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
16.00 GBP |
Maturity: |
9/20/2024 |
Issue date: |
8/16/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-123.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.64 |
Historic volatility: |
0.23 |
Parity: |
-0.60 |
Time value: |
0.02 |
Break-even: |
18.50 |
Moneyness: |
0.76 |
Premium: |
0.25 |
Premium p.a.: |
6.36 |
Spread abs.: |
0.02 |
Spread %: |
900.00% |
Delta: |
-0.08 |
Theta: |
-0.01 |
Omega: |
-9.50 |
Rho: |
0.00 |
Quote data
Open: |
0.002 |
High: |
0.002 |
Low: |
0.002 |
Previous Close: |
0.006 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+100.00% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-80.00% |
YTD |
|
|
-90.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.006 |
0.001 |
1M High / 1M Low: |
0.006 |
0.001 |
6M High / 6M Low: |
0.031 |
0.001 |
High (YTD): |
1/18/2024 |
0.036 |
Low (YTD): |
8/5/2024 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.004 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.002 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.011 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
2,029.75% |
Volatility 6M: |
|
912.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |