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Soc. Generale Put 24 BATS 20.12.2.../  DE000SU5EUV8  /

Frankfurt Zert./SG
8/16/2024  11:49:02 AM Chg.+0.005 Bid9:59:09 PM Ask9:59:09 PM Underlying Strike price Expiration date Option type
0.047EUR +11.90% 0.047
Bid Size: 10,000		 0.057
Ask Size: 10,000		 British American Tob... 24.00 GBP 12/20/2024 Put
 

Master data

WKN: SU5EUV
Issuer: Société Générale
Currency: EUR
Underlying: British American Tobacco PLC ORD 25P
Type: Warrant
Option type: Put
Strike price: 24.00 GBP
Maturity: 12/20/2024
Issue date: 12/7/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -57.21
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.20
Parity: -0.44
Time value: 0.06
Break-even: 27.61
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 21.28%
Delta: -0.17
Theta: -0.01
Omega: -9.55
Rho: -0.02
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.042
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -63.85%
3 Months
  -75.26%
YTD
  -85.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.049 0.042
1M High / 1M Low: 0.130 0.042
6M High / 6M Low: 0.370 0.042
High (YTD): 3/8/2024 0.370
Low (YTD): 8/15/2024 0.042
52W High: - -
52W Low: - -
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   0.215
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   254.47%
Volatility 6M:   135.84%
Volatility 1Y:   -
Volatility 3Y:   -