Soc. Generale Put 26 BATS 20.12.2024
/ DE000SU5EUW6
Soc. Generale Put 26 BATS 20.12.2.../ DE000SU5EUW6 /
17/09/2024 09:07:27 |
Chg.- |
Bid09:03:06 |
Ask09:03:06 |
Underlying |
Strike price |
Expiration date |
Option type |
0.043EUR |
- |
0.060 Bid Size: 150,000 |
0.070 Ask Size: 150,000 |
British American Tob... |
26.00 GBP |
20/12/2024 |
Put |
Master data
WKN: |
SU5EUW |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
British American Tobacco PLC ORD 25P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
26.00 GBP |
Maturity: |
20/12/2024 |
Issue date: |
07/12/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-51.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.20 |
Parity: |
-0.34 |
Time value: |
0.07 |
Break-even: |
30.13 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.01 |
Spread %: |
17.86% |
Delta: |
-0.21 |
Theta: |
-0.01 |
Omega: |
-10.78 |
Rho: |
-0.02 |
Quote data
Open: |
0.043 |
High: |
0.043 |
Low: |
0.043 |
Previous Close: |
0.043 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.27% |
1 Month |
|
|
-55.21% |
3 Months |
|
|
-88.68% |
YTD |
|
|
-91.40% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.047 |
0.043 |
1M High / 1M Low: |
0.099 |
0.043 |
6M High / 6M Low: |
0.540 |
0.043 |
High (YTD): |
08/03/2024 |
0.550 |
Low (YTD): |
17/09/2024 |
0.043 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.044 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.067 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.287 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.30% |
Volatility 6M: |
|
125.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |