Soc. Generale Put 3.5 BP/ 21.03.2025
/ DE000SU797N9
Soc. Generale Put 3.5 BP/ 21.03.2.../ DE000SU797N9 /
16/08/2024 21:42:04 |
Chg.+0.002 |
Bid16/08/2024 |
Ask16/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.088EUR |
+2.33% |
0.088 Bid Size: 10,000 |
0.110 Ask Size: 10,000 |
BP PLC $0.25 |
3.50 GBP |
21/03/2025 |
Put |
Master data
WKN: |
SU797N |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
BP PLC $0.25 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.50 GBP |
Maturity: |
21/03/2025 |
Issue date: |
13/02/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-47.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.22 |
Parity: |
-1.07 |
Time value: |
0.11 |
Break-even: |
3.99 |
Moneyness: |
0.79 |
Premium: |
0.23 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.02 |
Spread %: |
26.44% |
Delta: |
-0.14 |
Theta: |
0.00 |
Omega: |
-6.53 |
Rho: |
0.00 |
Quote data
Open: |
0.086 |
High: |
0.090 |
Low: |
0.086 |
Previous Close: |
0.086 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-11.11% |
3 Months |
|
|
+7.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.086 |
1M High / 1M Low: |
0.150 |
0.077 |
6M High / 6M Low: |
0.160 |
0.057 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.097 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.098 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.098 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
199.19% |
Volatility 6M: |
|
122.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |