Soc. Generale Put 25 SGM 20.12.2024
/ DE000SU133D8
Soc. Generale Put 25 SGM 20.12.20.../ DE000SU133D8 /
13/09/2024 21:47:15 |
Chg.-0.030 |
Bid13/09/2024 |
Ask13/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
-15.00% |
0.170 Bid Size: 15,000 |
0.180 Ask Size: 15,000 |
STMICROELECTRONICS |
25.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
SU133D |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
STMICROELECTRONICS |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
25.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
13/11/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-13.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.33 |
Parity: |
-0.08 |
Time value: |
0.19 |
Break-even: |
23.10 |
Moneyness: |
0.97 |
Premium: |
0.10 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.01 |
Spread %: |
5.56% |
Delta: |
-0.39 |
Theta: |
-0.01 |
Omega: |
-5.27 |
Rho: |
-0.03 |
Quote data
Open: |
0.190 |
High: |
0.200 |
Low: |
0.170 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.56% |
1 Month |
|
|
+13.33% |
3 Months |
|
|
+347.37% |
YTD |
|
|
+157.58% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.160 |
1M High / 1M Low: |
0.200 |
0.090 |
6M High / 6M Low: |
0.210 |
0.023 |
High (YTD): |
05/08/2024 |
0.210 |
Low (YTD): |
08/07/2024 |
0.023 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.184 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.137 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.072 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
271.65% |
Volatility 6M: |
|
254.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |