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Soc. Generale Put 20 BHP 20.12.20.../  DE000SU13YS0  /

EUWAX
12/08/2024  10:09:09 Chg.+0.010 Bid10:29:09 Ask10:29:09 Underlying Strike price Expiration date Option type
0.130EUR +8.33% 0.130
Bid Size: 100,000		 0.140
Ask Size: 100,000		 Bhp Group Limited OR... 20.00 GBP 20/12/2024 Put
 

Master data

WKN: SU13YS
Issuer: Société Générale
Currency: EUR
Underlying: Bhp Group Limited ORD NPV (DI)
Type: Warrant
Option type: Put
Strike price: 20.00 GBP
Maturity: 20/12/2024
Issue date: 13/11/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.65
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.23
Parity: -0.13
Time value: 0.14
Break-even: 21.97
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 7.69%
Delta: -0.34
Theta: -0.01
Omega: -5.96
Rho: -0.03
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month  
+83.10%
3 Months  
+30.00%
YTD  
+32.65%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.120
1M High / 1M Low: 0.150 0.071
6M High / 6M Low: 0.160 0.060
High (YTD): 13/03/2024 0.160
Low (YTD): 04/07/2024 0.060
52W High: - -
52W Low: - -
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.113
Avg. volume 1M:   0.000
Avg. price 6M:   0.108
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.74%
Volatility 6M:   157.03%
Volatility 1Y:   -
Volatility 3Y:   -