Soc. Generale Put 160 PER 20.12.2024
/ DE000SU9M0B9
Soc. Generale Put 160 PER 20.12.2.../ DE000SU9M0B9 /
11/10/2024 08:28:09 |
Chg.-0.17 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
3.46EUR |
-4.68% |
- Bid Size: - |
- Ask Size: - |
PERNOD RICARD ... |
160.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
20/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.41 |
Intrinsic value: |
3.41 |
Implied volatility: |
0.53 |
Historic volatility: |
0.23 |
Parity: |
3.41 |
Time value: |
0.18 |
Break-even: |
124.20 |
Moneyness: |
1.27 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.06 |
Spread %: |
1.70% |
Delta: |
-0.81 |
Theta: |
-0.04 |
Omega: |
-2.85 |
Rho: |
-0.26 |
Quote data
Open: |
3.46 |
High: |
3.46 |
Low: |
3.46 |
Previous Close: |
3.63 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.70% |
1 Month |
|
|
-0.29% |
3 Months |
|
|
+2.98% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.63 |
3.03 |
1M High / 1M Low: |
3.63 |
2.49 |
6M High / 6M Low: |
3.86 |
1.72 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.35 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.11 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.95 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
117.98% |
Volatility 6M: |
|
114.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |