Soc. Generale Put 26 BHP 20.12.2024
/ DE000SU2QPX5
Soc. Generale Put 26 BHP 20.12.20.../ DE000SU2QPX5 /
7/12/2024 5:53:36 PM |
Chg.-0.030 |
Bid7/12/2024 |
Ask7/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
-6.25% |
- Bid Size: - |
- Ask Size: - |
Bhp Group Limited OR... |
26.00 GBP |
12/20/2024 |
Put |
Master data
WKN: |
SU2QPX |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Bhp Group Limited ORD NPV (DI) |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
26.00 GBP |
Maturity: |
12/20/2024 |
Issue date: |
11/23/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.39 |
Historic volatility: |
0.23 |
Parity: |
0.35 |
Time value: |
0.12 |
Break-even: |
26.21 |
Moneyness: |
1.13 |
Premium: |
0.04 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
4.44% |
Delta: |
-0.61 |
Theta: |
-0.01 |
Omega: |
-3.56 |
Rho: |
-0.09 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.450 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-10.00% |
3 Months |
|
|
+12.50% |
YTD |
|
|
+45.16% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.450 |
1M High / 1M Low: |
0.520 |
0.390 |
6M High / 6M Low: |
0.560 |
0.350 |
High (YTD): |
3/15/2024 |
0.560 |
Low (YTD): |
1/2/2024 |
0.310 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.456 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.467 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.462 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.18% |
Volatility 6M: |
|
85.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |