Soc. Generale Put 20 RAW 20.12.2024
/ DE000SU61F96
Soc. Generale Put 20 RAW 20.12.20.../ DE000SU61F96 /
18/10/2024 21:48:49 |
Chg.+0.010 |
Bid18/10/2024 |
Ask18/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
+5.00% |
0.210 Bid Size: 10,000 |
0.220 Ask Size: 10,000 |
RAIFFEISEN BK INTL I... |
20.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
SU61F9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
RAIFFEISEN BK INTL INH. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
16/01/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-8.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.15 |
Implied volatility: |
0.41 |
Historic volatility: |
0.30 |
Parity: |
0.15 |
Time value: |
0.06 |
Break-even: |
17.90 |
Moneyness: |
1.08 |
Premium: |
0.03 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
5.00% |
Delta: |
-0.64 |
Theta: |
-0.01 |
Omega: |
-5.60 |
Rho: |
-0.02 |
Quote data
Open: |
0.240 |
High: |
0.240 |
Low: |
0.210 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-19.23% |
3 Months |
|
|
-30.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.200 |
1M High / 1M Low: |
0.300 |
0.200 |
6M High / 6M Low: |
0.450 |
0.200 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.214 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.250 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.326 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.15% |
Volatility 6M: |
|
102.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |