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Soc. Generale Put 22 BHP 20.12.20.../  DE000SU13YT8  /

Frankfurt Zert./SG
9/13/2024  9:39:29 PM Chg.-0.020 Bid9/13/2024 Ask9/13/2024 Underlying Strike price Expiration date Option type
0.250EUR -7.41% 0.250
Bid Size: 10,000		 0.270
Ask Size: 10,000		 Bhp Group Limited OR... 22.00 GBP 12/20/2024 Put
 

Master data

WKN: SU13YT
Issuer: Société Générale
Currency: EUR
Underlying: Bhp Group Limited ORD NPV (DI)
Type: Warrant
Option type: Put
Strike price: 22.00 GBP
Maturity: 12/20/2024
Issue date: 11/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.88
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.21
Implied volatility: 0.32
Historic volatility: 0.22
Parity: 0.21
Time value: 0.06
Break-even: 23.37
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 3.85%
Delta: -0.65
Theta: -0.01
Omega: -5.74
Rho: -0.05
 

Quote data

Open: 0.270
High: 0.270
Low: 0.250
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -30.56%
1 Month
  -10.71%
3 Months  
+31.58%
YTD  
+66.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.250
1M High / 1M Low: 0.360 0.230
6M High / 6M Low: 0.360 0.130
High (YTD): 9/10/2024 0.360
Low (YTD): 7/4/2024 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.279
Avg. volume 1M:   0.000
Avg. price 6M:   0.204
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.51%
Volatility 6M:   121.19%
Volatility 1Y:   -
Volatility 3Y:   -