Soc. Generale Put 200 DHR 20.09.2024
/ DE000SU2Q6S3
Soc. Generale Put 200 DHR 20.09.2.../ DE000SU2Q6S3 /
10/07/2024 18:54:32 |
Chg.-0.010 |
Bid10/07/2024 |
Ask10/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
-7.14% |
0.130 Bid Size: 90,000 |
0.140 Ask Size: 90,000 |
Danaher Corporation |
200.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
SU2Q6S |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Danaher Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
23/11/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-147.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.21 |
Parity: |
-3.68 |
Time value: |
0.15 |
Break-even: |
183.44 |
Moneyness: |
0.83 |
Premium: |
0.17 |
Premium p.a.: |
1.24 |
Spread abs.: |
0.01 |
Spread %: |
7.14% |
Delta: |
-0.09 |
Theta: |
-0.04 |
Omega: |
-13.48 |
Rho: |
-0.04 |
Quote data
Open: |
0.130 |
High: |
0.140 |
Low: |
0.130 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.14% |
1 Month |
|
|
+18.18% |
3 Months |
|
|
-62.86% |
YTD |
|
|
-82.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.140 |
1M High / 1M Low: |
0.160 |
0.110 |
6M High / 6M Low: |
0.830 |
0.100 |
High (YTD): |
17/01/2024 |
0.830 |
Low (YTD): |
06/06/2024 |
0.100 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.146 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.129 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.314 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.40% |
Volatility 6M: |
|
181.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |