Soc. Generale Put 200 SEJ1 20.09.2024
/ DE000SU9XL87
Soc. Generale Put 200 SEJ1 20.09..../ DE000SU9XL87 /
8/14/2024 10:13:49 AM |
Chg.-0.020 |
Bid8:39:47 AM |
Ask8:39:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.000EUR |
-1.96% |
0.940 Bid Size: 3,200 |
1.020 Ask Size: 3,200 |
SAFRAN INH. EO... |
200.00 EUR |
9/20/2024 |
Put |
Master data
WKN: |
SU9XL8 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SAFRAN INH. EO -,20 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
2/27/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-18.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.70 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
0.70 |
Time value: |
0.36 |
Break-even: |
189.50 |
Moneyness: |
1.04 |
Premium: |
0.02 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
0.96% |
Delta: |
-0.62 |
Theta: |
-0.08 |
Omega: |
-11.44 |
Rho: |
-0.13 |
Quote data
Open: |
1.000 |
High: |
1.000 |
Low: |
1.000 |
Previous Close: |
1.020 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.25% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
+44.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.180 |
1.000 |
1M High / 1M Low: |
1.510 |
0.620 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.088 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.938 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
340.14% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |