OverviewChartNewsTraderScreen

Soc. Generale Put 24 BHP 20.12.20.../  DE000SU13YU6  /

EUWAX
10/17/2024  9:49:13 AM Chg.+0.050 Bid10:55:54 AM Ask10:55:54 AM Underlying Strike price Expiration date Option type
0.290EUR +20.83% 0.290
Bid Size: 50,000		 0.300
Ask Size: 50,000		 Bhp Group Limited OR... 24.00 GBP 12/20/2024 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: 12/20/2024
Issue date: 11/13/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -10.55
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.23
Implied volatility: 0.24
Historic volatility: 0.24
Parity: 0.23
Time value: 0.02
Break-even: 26.20
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 8.70%
Delta: -0.77
Theta: 0.00
Omega: -8.08
Rho: -0.04
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.54%
1 Month
  -34.09%
3 Months
  -14.71%
YTD  
+31.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.230
1M High / 1M Low: 0.460 0.160
6M High / 6M Low: 0.580 0.160
High (YTD): 9/6/2024 0.580
Low (YTD): 10/2/2024 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.277
Avg. volume 1M:   0.000
Avg. price 6M:   0.345
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   277.85%
Volatility 6M:   153.88%
Volatility 1Y:   -
Volatility 3Y:   -