Soc. Generale Put 4 BP/ 21.03.2025
/ DE000SU797P4
Soc. Generale Put 4 BP/ 21.03.202.../ DE000SU797P4 /
| 2024-11-19 1:31:55 PM |
Chg.0.000 |
Bid5:27:42 PM |
Ask5:27:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
0.00% |
0.400
Bid Size: 60,000 |
0.420
Ask Size: 60,000 |
BP PLC $0.25 |
4.00 GBP |
2025-03-21 |
Put |
Master data
| WKN: |
SU797P |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.00 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
0.15 |
| Time value: |
0.23 |
| Break-even: |
4.40 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
-0.51 |
| Theta: |
0.00 |
| Omega: |
-6.26 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.330 |
| High: |
0.380 |
| Low: |
0.330 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.56% |
| 1 Month |
|
|
+8.57% |
| 3 Months |
|
|
+72.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.380 |
| 1M High / 1M Low: |
0.530 |
0.320 |
| 6M High / 6M Low: |
0.530 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.273 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.25% |
| Volatility 6M: |
|
150.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
