Soc. Generale Put 36 ML 20.12.2024
/ DE000SU92E25
Soc. Generale Put 36 ML 20.12.202.../ DE000SU92E25 /
| 15/08/2024 09:19:52 |
Chg.-0.030 |
Bid15/08/2024 |
Ask15/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
-11.54% |
0.230
Bid Size: 100,000 |
0.240
Ask Size: 100,000 |
Cie Generale des Eta... |
36.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
SU92E2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cie Generale des Etablissements Michelin SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
29/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-13.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
0.14 |
| Time value: |
0.11 |
| Break-even: |
33.50 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
-0.55 |
| Theta: |
-0.01 |
| Omega: |
-7.63 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.69% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+9.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.260 |
| 1M High / 1M Low: |
0.290 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
