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Soc. Generale Put 25 BATS 20.12.2.../  DE000SU13Y50  /

EUWAX
2024-06-28  9:54:39 AM Chg.+0.010 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.230EUR +4.55% -
Bid Size: -		 -
Ask Size: -		 British American Tob... 25.00 GBP 2024-12-20 Put
 

Master data

WKN: SU13Y5
Issuer: Société Générale
Currency: EUR
Underlying: British American Tobacco PLC ORD 25P
Type: Warrant
Option type: Put
Strike price: 25.00 GBP
Maturity: 2024-12-20
Issue date: 2023-11-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.16
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.03
Implied volatility: 0.31
Historic volatility: 0.18
Parity: 0.03
Time value: 0.21
Break-even: 27.12
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 4.35%
Delta: -0.45
Theta: -0.01
Omega: -5.42
Rho: -0.07
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.00%
1 Month
  -25.81%
3 Months
  -25.81%
YTD
  -43.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.190
1M High / 1M Low: 0.320 0.190
6M High / 6M Low: 0.470 0.190
High (YTD): 2024-03-11 0.470
Low (YTD): 2024-06-25 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.281
Avg. volume 1M:   0.000
Avg. price 6M:   0.345
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.16%
Volatility 6M:   95.75%
Volatility 1Y:   -
Volatility 3Y:   -