Soc. Generale Put 30 SGM 20.12.2024
/ DE000SU133E6
Soc. Generale Put 30 SGM 20.12.20.../ DE000SU133E6 /
| 9/6/2024 1:38:09 PM |
Chg.+0.020 |
Bid9/6/2024 |
Ask9/6/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+4.65% |
0.450
Bid Size: 100,000 |
0.460
Ask Size: 100,000 |
STMICROELECTRONICS |
30.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SU133E |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.32 |
| Parity: |
0.34 |
| Time value: |
0.10 |
| Break-even: |
25.60 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
-0.64 |
| Theta: |
-0.01 |
| Omega: |
-3.87 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.430 |
| High: |
0.460 |
| Low: |
0.430 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.17% |
| 1 Month |
|
|
-6.25% |
| 3 Months |
|
|
+561.76% |
| YTD |
|
|
+246.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.290 |
| 1M High / 1M Low: |
0.490 |
0.290 |
| 6M High / 6M Low: |
0.490 |
0.067 |
| High (YTD): |
8/7/2024 |
0.490 |
| Low (YTD): |
6/12/2024 |
0.067 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.377 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.169 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.72% |
| Volatility 6M: |
|
217.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
