Soc. Generale Put 160 PEP 20.12.2024
/ DE000SU0WPD9
Soc. Generale Put 160 PEP 20.12.2.../ DE000SU0WPD9 /
| 2024-11-15 9:40:08 PM |
Chg.+0.360 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+225.00% |
0.490
Bid Size: 8,000 |
0.500
Ask Size: 8,000 |
PepsiCo Inc |
160.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
SU0WPD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
PepsiCo Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-30.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
0.13 |
| Time value: |
0.37 |
| Break-even: |
146.98 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
-0.52 |
| Theta: |
-0.06 |
| Omega: |
-15.53 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.180 |
| High: |
0.520 |
| Low: |
0.180 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+205.88% |
| 1 Month |
|
|
+441.67% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
-23.53% |
| 1 Year |
|
|
-34.18% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.160 |
| 1M High / 1M Low: |
0.520 |
0.081 |
| 6M High / 6M Low: |
0.600 |
0.081 |
| High (YTD): |
2024-01-16 |
0.790 |
| Low (YTD): |
2024-10-21 |
0.081 |
| 52W High: |
2023-12-20 |
0.810 |
| 52W Low: |
2024-10-21 |
0.081 |
| Avg. price 1W: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.175 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.281 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.433 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
785.78% |
| Volatility 6M: |
|
387.41% |
| Volatility 1Y: |
|
289.44% |
| Volatility 3Y: |
|
- |
