Soc. Generale Put 24 BHP 20.09.2024
/ DE000SW13QT0
Soc. Generale Put 24 BHP 20.09.20.../ DE000SW13QT0 /
9/13/2024 9:38:01 PM |
Chg.-0.030 |
Bid9/13/2024 |
Ask9/13/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
-6.52% |
0.430 Bid Size: 7,000 |
0.480 Ask Size: 7,000 |
Bhp Group Limited OR... |
24.00 GBP |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
8/10/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.45 |
Implied volatility: |
1.03 |
Historic volatility: |
0.22 |
Parity: |
0.45 |
Time value: |
0.01 |
Break-even: |
23.84 |
Moneyness: |
1.19 |
Premium: |
0.01 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.01 |
Spread %: |
2.22% |
Delta: |
-0.89 |
Theta: |
-0.05 |
Omega: |
-4.63 |
Rho: |
0.00 |
Quote data
Open: |
0.450 |
High: |
0.470 |
Low: |
0.430 |
Previous Close: |
0.460 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-24.56% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+59.26% |
YTD |
|
|
+138.89% |
1 Year |
|
|
+30.30% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.430 |
1M High / 1M Low: |
0.570 |
0.370 |
6M High / 6M Low: |
0.570 |
0.170 |
High (YTD): |
9/10/2024 |
0.570 |
Low (YTD): |
5/21/2024 |
0.170 |
52W High: |
9/10/2024 |
0.570 |
52W Low: |
5/21/2024 |
0.170 |
Avg. price 1W: |
|
0.504 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.458 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.302 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.299 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
138.43% |
Volatility 6M: |
|
131.87% |
Volatility 1Y: |
|
113.69% |
Volatility 3Y: |
|
- |