Soc. Generale Put 160 PER 20.12.2024
/ DE000SU9M0B9
Soc. Generale Put 160 PER 20.12.2.../ DE000SU9M0B9 /
8/14/2024 8:29:15 AM |
Chg.+0.03 |
Bid7:48:33 AM |
Ask7:48:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.74EUR |
+0.81% |
3.85 Bid Size: 1,000 |
3.90 Ask Size: 1,000 |
PERNOD RICARD ... |
160.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
SU9M0B |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
PERNOD RICARD O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
2/20/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.85 |
Intrinsic value: |
3.85 |
Implied volatility: |
0.46 |
Historic volatility: |
0.22 |
Parity: |
3.85 |
Time value: |
0.13 |
Break-even: |
120.20 |
Moneyness: |
1.32 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.05 |
Spread %: |
1.27% |
Delta: |
-0.80 |
Theta: |
-0.02 |
Omega: |
-2.43 |
Rho: |
-0.48 |
Quote data
Open: |
3.74 |
High: |
3.74 |
Low: |
3.74 |
Previous Close: |
3.71 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.53% |
1 Month |
|
|
+15.08% |
3 Months |
|
|
+103.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.77 |
3.70 |
1M High / 1M Low: |
3.86 |
3.23 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.74 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.61 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |