Soc. Generale Put 25 VAS 20.12.2024
/ DE000SU13505
Soc. Generale Put 25 VAS 20.12.20.../ DE000SU13505 /
| 10/18/2024 9:38:57 PM |
Chg.-0.040 |
Bid10/18/2024 |
Ask10/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-7.69% |
0.480
Bid Size: 7,000 |
0.490
Ask Size: 7,000 |
VOESTALPINE AG |
25.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SU1350 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.25 |
| Parity: |
0.47 |
| Time value: |
0.02 |
| Break-even: |
20.10 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
-0.83 |
| Theta: |
-0.01 |
| Omega: |
-3.45 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.510 |
| High: |
0.520 |
| Low: |
0.450 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.63% |
| 1 Month |
|
|
+37.14% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
+118.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.480 |
| 1M High / 1M Low: |
0.560 |
0.230 |
| 6M High / 6M Low: |
0.560 |
0.170 |
| High (YTD): |
10/15/2024 |
0.560 |
| Low (YTD): |
5/27/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.294 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.30% |
| Volatility 6M: |
|
126.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
