Soc. Generale Put 24 BHP 20.12.2024
/ DE000SU13YU6
Soc. Generale Put 24 BHP 20.12.20.../ DE000SU13YU6 /
| 12/08/2024 10:09:09 |
Chg.0.000 |
Bid18:55:22 |
Ask18:55:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
0.00% |
0.430
Bid Size: 7,000 |
0.450
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: |
-5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
0.33 |
| Time value: |
0.10 |
| Break-even: |
23.75 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
-0.64 |
| Theta: |
-0.01 |
| Omega: |
-3.65 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
+90.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.420 |
| 1M High / 1M Low: |
0.460 |
0.280 |
| 6M High / 6M Low: |
0.460 |
0.220 |
| High (YTD): |
08/08/2024 |
0.460 |
| Low (YTD): |
02/01/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.395 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.323 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.16% |
| Volatility 6M: |
|
120.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
