Soc. Generale Put 180 PEP 20.12.2024
/ DE000SU0WPE7
Soc. Generale Put 180 PEP 20.12.2.../ DE000SU0WPE7 /
10/11/2024 9:42:53 PM |
Chg.-0.120 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
-13.79% |
0.730 Bid Size: 7,000 |
0.740 Ask Size: 7,000 |
PepsiCo Inc |
180.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
SU0WPE |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
PepsiCo Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
180.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
10/18/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-21.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.47 |
Implied volatility: |
0.19 |
Historic volatility: |
0.14 |
Parity: |
0.47 |
Time value: |
0.27 |
Break-even: |
157.21 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.37% |
Delta: |
-0.59 |
Theta: |
-0.03 |
Omega: |
-12.84 |
Rho: |
-0.19 |
Quote data
Open: |
0.810 |
High: |
0.860 |
Low: |
0.720 |
Previous Close: |
0.870 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-39.02% |
1 Month |
|
|
+13.64% |
3 Months |
|
|
-43.18% |
YTD |
|
|
-48.28% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.290 |
0.750 |
1M High / 1M Low: |
1.290 |
0.660 |
6M High / 6M Low: |
1.760 |
0.660 |
High (YTD): |
3/5/2024 |
1.790 |
Low (YTD): |
9/12/2024 |
0.660 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.966 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.940 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.086 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
174.14% |
Volatility 6M: |
|
156.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |