Soc. Generale Put 24 BHP 20.09.2024
/ DE000SW13QT0
Soc. Generale Put 24 BHP 20.09.20.../ DE000SW13QT0 /
| 12/07/2024 10:29:57 |
Chg.+0.020 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+9.09% |
-
Bid Size: - |
-
Ask Size: - |
Bhp Group Limited OR... |
24.00 GBP |
20/09/2024 |
Put |
Master data
| WKN: |
SW13QT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Bhp Group Limited ORD NPV (DI) |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 GBP |
| Maturity: |
20/09/2024 |
| Issue date: |
10/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
0.11 |
| Time value: |
0.12 |
| Break-even: |
26.23 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
9.52% |
| Delta: |
-0.55 |
| Theta: |
-0.01 |
| Omega: |
-6.58 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.18% |
| 1 Month |
|
|
-11.11% |
| 3 Months |
|
|
+14.29% |
| YTD |
|
|
+33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.200 |
| 1M High / 1M Low: |
0.280 |
0.170 |
| 6M High / 6M Low: |
0.350 |
0.170 |
| High (YTD): |
18/03/2024 |
0.350 |
| Low (YTD): |
05/07/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.239 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.260 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.15% |
| Volatility 6M: |
|
130.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
