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Soc. Generale Put 26 BATS 20.12.2.../  DE000SU5EUW6  /

EUWAX
9/18/2024  9:11:45 AM Chg.+0.016 Bid9:16:59 AM Ask9:16:59 AM Underlying Strike price Expiration date Option type
0.059EUR +37.21% 0.058
Bid Size: 150,000		 0.068
Ask Size: 150,000		 British American Tob... 26.00 GBP 12/20/2024 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: 12/20/2024
Issue date: 12/7/2023
Last trading day: 12/19/2024
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: 0.059
High: 0.059
Low: 0.059
Previous Close: 0.043
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.09%
1 Month
  -38.54%
3 Months
  -84.47%
YTD
  -88.20%
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): 3/8/2024 0.550
Low (YTD): 9/17/2024 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:   -