Soc. Generale Put 40 STA2 20.12.2024
/ DE000SU968D7
Soc. Generale Put 40 STA2 20.12.2.../ DE000SU968D7 /
| 10/4/2024 9:35:29 PM |
Chg.-0.080 |
Bid9:54:39 PM |
Ask9:54:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-17.78% |
0.360
Bid Size: 8,400 |
0.410
Ask Size: 8,400 |
STABILUS SE |
40.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SU968D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STABILUS SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
0.38 |
| Time value: |
0.12 |
| Break-even: |
35.10 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
6.52% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-4.83 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.370 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.12% |
| 1 Month |
|
|
-7.50% |
| 3 Months |
|
|
+68.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.370 |
| 1M High / 1M Low: |
0.540 |
0.310 |
| 6M High / 6M Low: |
0.540 |
0.088 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.418 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.239 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.24% |
| Volatility 6M: |
|
207.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
