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Soc. Generale Put 22 BATS 20.12.2.../  DE000SU5EUU0  /

Frankfurt Zert./SG
09/07/2024  21:35:19 Chg.-0.007 Bid21:59:15 Ask21:59:15 Underlying Strike price Expiration date Option type
0.064EUR -9.86% 0.065
Bid Size: 10,000		 0.075
Ask Size: 10,000		 British American Tob... 22.00 GBP 20/12/2024 Put
 

Master data

WKN: SU5EUU
Issuer: Société Générale
Currency: EUR
Underlying: British American Tobacco PLC ORD 25P
Type: Warrant
Option type: Put
Strike price: 22.00 GBP
Maturity: 20/12/2024
Issue date: 07/12/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -35.54
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -0.31
Time value: 0.08
Break-even: 25.20
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 13.89%
Delta: -0.22
Theta: 0.00
Omega: -7.98
Rho: -0.03
 

Quote data

Open: 0.071
High: 0.071
Low: 0.064
Previous Close: 0.071
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.95%
1 Month
  -36.00%
3 Months
  -66.32%
YTD
  -69.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.070
1M High / 1M Low: 0.130 0.070
6M High / 6M Low: 0.240 0.070
High (YTD): 08/03/2024 0.240
Low (YTD): 04/07/2024 0.070
52W High: - -
52W Low: - -
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   0.151
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.05%
Volatility 6M:   120.78%
Volatility 1Y:   -
Volatility 3Y:   -