Soc. Generale Put 24 BHP 20.12.2024
/ DE000SU13YU6
Soc. Generale Put 24 BHP 20.12.20.../ DE000SU13YU6 /
16/09/2024 21:42:10 |
Chg.-0.010 |
Bid21:46:17 |
Ask21:46:17 |
Underlying |
Strike price |
Expiration date |
Option type |
0.440EUR |
-2.22% |
0.430 Bid Size: 7,000 |
0.460 Ask Size: 7,000 |
Bhp Group Limited OR... |
24.00 GBP |
20/12/2024 |
Put |
Master data
WKN: |
SU13YU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Bhp Group Limited ORD NPV (DI) |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
24.00 GBP |
Maturity: |
20/12/2024 |
Issue date: |
13/11/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.45 |
Implied volatility: |
0.36 |
Historic volatility: |
0.23 |
Parity: |
0.45 |
Time value: |
0.02 |
Break-even: |
23.74 |
Moneyness: |
1.19 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
2.17% |
Delta: |
-0.78 |
Theta: |
0.00 |
Omega: |
-4.00 |
Rho: |
-0.06 |
Quote data
Open: |
0.460 |
High: |
0.470 |
Low: |
0.440 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-8.33% |
3 Months |
|
|
+37.50% |
YTD |
|
|
+100.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.450 |
1M High / 1M Low: |
0.580 |
0.410 |
6M High / 6M Low: |
0.580 |
0.220 |
High (YTD): |
10/09/2024 |
0.580 |
Low (YTD): |
21/05/2024 |
0.220 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.514 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.480 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.346 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
113.42% |
Volatility 6M: |
|
104.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |