Soc. Generale Put 24 BHP 21.03.2025
/ DE000SU797H1
Soc. Generale Put 24 BHP 21.03.20.../ DE000SU797H1 /
| 13/09/2024 21:39:37 |
Chg.-0.030 |
Bid13/09/2024 |
Ask13/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-5.77% |
0.490
Bid Size: 6,200 |
0.510
Ask Size: 6,200 |
Bhp Group Limited OR... |
24.00 GBP |
21/03/2025 |
Put |
Master data
| WKN: |
SU797H |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Bhp Group Limited ORD NPV (DI) |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 GBP |
| Maturity: |
21/03/2025 |
| Issue date: |
13/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
0.45 |
| Time value: |
0.05 |
| Break-even: |
23.44 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
-0.69 |
| Theta: |
0.00 |
| Omega: |
-3.31 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.490 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.67% |
| 1 Month |
|
|
-7.55% |
| 3 Months |
|
|
+32.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.490 |
| 1M High / 1M Low: |
0.610 |
0.450 |
| 6M High / 6M Low: |
0.610 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.396 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.65% |
| Volatility 6M: |
|
87.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
