Soc. Generale Put 22 BHP 19.12.20.../  DE000SJ68HD4  /

Frankfurt Zert./SG
2024-12-20  9:41:38 PM Chg.0.000 Bid2024-12-20 Ask2024-12-20 Underlying Strike price Expiration date Option type
0.430EUR 0.00% 0.430
Bid Size: 7,000
0.470
Ask Size: 7,000
Bhp Group Limited OR... 22.00 GBP 2025-12-19 Put
 

Master data

WKN: SJ68HD
Issuer: Société Générale
Currency: EUR
Underlying: Bhp Group Limited ORD NPV (DI)
Type: Warrant
Option type: Put
Strike price: 22.00 GBP
Maturity: 2025-12-19
Issue date: 2024-12-13
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.16
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.28
Implied volatility: 0.35
Historic volatility: 0.24
Parity: 0.28
Time value: 0.18
Break-even: 21.92
Moneyness: 1.12
Premium: 0.08
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 2.22%
Delta: -0.52
Theta: 0.00
Omega: -2.70
Rho: -0.17
 

Quote data

Open: 0.430
High: 0.460
Low: 0.430
Previous Close: 0.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.16%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.390
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.416
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -