Soc. Generale Put 3.5 RR/ 20.09.2024
/ DE000SU9ZKS2
Soc. Generale Put 3.5 RR/ 20.09.2.../ DE000SU9ZKS2 /
9/12/2024 9:57:40 AM |
Chg.0.000 |
Bid9/12/2024 |
Ask9/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
0.001 Bid Size: 40,000 |
0.020 Ask Size: 40,000 |
Rolls-Royce Holdings... |
3.50 GBP |
9/20/2024 |
Put |
Master data
WKN: |
SU9ZKS |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.50 GBP |
Maturity: |
9/20/2024 |
Issue date: |
2/28/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-285.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.32 |
Historic volatility: |
0.36 |
Parity: |
-1.56 |
Time value: |
0.02 |
Break-even: |
4.13 |
Moneyness: |
0.73 |
Premium: |
0.28 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.02 |
Spread %: |
1,900.00% |
Delta: |
-0.04 |
Theta: |
-0.01 |
Omega: |
-11.76 |
Rho: |
0.00 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-96.55% |
3 Months |
|
|
-98.21% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.029 |
0.001 |
6M High / 6M Low: |
0.310 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.007 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.108 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,781.84% |
Volatility 6M: |
|
925.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |