Soc. Generale Put 3.5 RR/ 20.12.2024
/ DE000SU9ZKX2
Soc. Generale Put 3.5 RR/ 20.12.2.../ DE000SU9ZKX2 /
2024-06-28 8:53:22 AM |
Chg.+0.010 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+7.14% |
- Bid Size: - |
- Ask Size: - |
Rolls-Royce Holdings... |
3.50 GBP |
2024-12-20 |
Put |
Master data
WKN: |
SU9ZKX |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.50 GBP |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-28 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-31.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.42 |
Parity: |
-1.27 |
Time value: |
0.17 |
Break-even: |
3.96 |
Moneyness: |
0.76 |
Premium: |
0.27 |
Premium p.a.: |
0.64 |
Spread abs.: |
0.02 |
Spread %: |
13.33% |
Delta: |
-0.15 |
Theta: |
0.00 |
Omega: |
-4.88 |
Rho: |
0.00 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.38% |
1 Month |
|
|
-21.05% |
3 Months |
|
|
-51.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.130 |
1M High / 1M Low: |
0.200 |
0.130 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.142 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.161 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |