Soc. Generale Put 25 BHP 20.12.2024
/ DE000SU6PYU6
Soc. Generale Put 25 BHP 20.12.20.../ DE000SU6PYU6 /
8/12/2024 9:20:22 AM |
Chg.0.000 |
Bid4:35:07 PM |
Ask4:35:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
0.00% |
0.540 Bid Size: 50,000 |
0.550 Ask Size: 50,000 |
Bhp Group Limited OR... |
25.00 GBP |
12/20/2024 |
Put |
Master data
WKN: |
SU6PYU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Bhp Group Limited ORD NPV (DI) |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
25.00 GBP |
Maturity: |
12/20/2024 |
Issue date: |
1/8/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.45 |
Implied volatility: |
0.45 |
Historic volatility: |
0.23 |
Parity: |
0.45 |
Time value: |
0.09 |
Break-even: |
23.82 |
Moneyness: |
1.18 |
Premium: |
0.04 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.89% |
Delta: |
-0.67 |
Theta: |
-0.01 |
Omega: |
-3.06 |
Rho: |
-0.08 |
Quote data
Open: |
0.530 |
High: |
0.530 |
Low: |
0.530 |
Previous Close: |
0.530 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.17% |
1 Month |
|
|
+39.47% |
3 Months |
|
|
+39.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.530 |
1M High / 1M Low: |
0.590 |
0.380 |
6M High / 6M Low: |
0.590 |
0.290 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.558 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.492 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.403 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.38% |
Volatility 6M: |
|
107.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |