Soc. Generale Put 18 BHP 21.03.2025
/ DE000SU797E8
Soc. Generale Put 18 BHP 21.03.20.../ DE000SU797E8 /
8/12/2024 8:15:37 AM |
Chg.-0.004 |
Bid6:50:06 PM |
Ask6:50:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.096EUR |
-4.00% |
0.099 Bid Size: 10,000 |
0.110 Ask Size: 10,000 |
Bhp Group Limited OR... |
18.00 GBP |
3/21/2025 |
Put |
Master data
WKN: |
SU797E |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Bhp Group Limited ORD NPV (DI) |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
18.00 GBP |
Maturity: |
3/21/2025 |
Issue date: |
2/13/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-22.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.23 |
Parity: |
-0.37 |
Time value: |
0.11 |
Break-even: |
19.94 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.01 |
Spread %: |
14.58% |
Delta: |
-0.22 |
Theta: |
0.00 |
Omega: |
-5.01 |
Rho: |
-0.04 |
Quote data
Open: |
0.096 |
High: |
0.096 |
Low: |
0.096 |
Previous Close: |
0.100 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.00% |
1 Month |
|
|
+52.38% |
3 Months |
|
|
+11.63% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.100 |
1M High / 1M Low: |
0.110 |
0.063 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.104 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.087 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |