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: |
|
- |