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

Frankfurt Zert./SG
2024-07-18  9:32:34 AM Chg.-0.020 Bid9:33:09 AM Ask9:33:09 AM Underlying Strike price Expiration date Option type
0.110EUR -15.38% 0.120
Bid Size: 150,000		 0.130
Ask Size: 150,000		 British American Tob... 24.00 GBP 2024-12-20 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: 2024-12-20
Issue date: 2023-12-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.72
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -0.11
Time value: 0.15
Break-even: 27.02
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 7.14%
Delta: -0.36
Theta: -0.01
Omega: -7.02
Rho: -0.05
 

Quote data

Open: 0.120
High: 0.120
Low: 0.110
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month
  -50.00%
3 Months
  -66.67%
YTD
  -66.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.130
1M High / 1M Low: 0.220 0.130
6M High / 6M Low: 0.370 0.130
High (YTD): 2024-03-08 0.370
Low (YTD): 2024-07-17 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.136
Avg. volume 1W:   0.000
Avg. price 1M:   0.157
Avg. volume 1M:   0.000
Avg. price 6M:   0.253
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.07%
Volatility 6M:   103.42%
Volatility 1Y:   -
Volatility 3Y:   -