Soc. Generale Put 40 VZ 20.09.2024
/ DE000SU26J13
Soc. Generale Put 40 VZ 20.09.202.../ DE000SU26J13 /
9/2/2024 9:37:45 PM |
Chg.+0.003 |
Bid9:44:19 PM |
Ask9:44:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.012EUR |
+33.33% |
0.008 Bid Size: 25,000 |
0.020 Ask Size: 25,000 |
Verizon Communicatio... |
40.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
SU26J1 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
12/5/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-189.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.20 |
Parity: |
-0.16 |
Time value: |
0.02 |
Break-even: |
36.02 |
Moneyness: |
0.96 |
Premium: |
0.05 |
Premium p.a.: |
1.58 |
Spread abs.: |
0.01 |
Spread %: |
122.22% |
Delta: |
-0.18 |
Theta: |
-0.01 |
Omega: |
-34.67 |
Rho: |
0.00 |
Quote data
Open: |
0.007 |
High: |
0.013 |
Low: |
0.007 |
Previous Close: |
0.009 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-29.41% |
1 Month |
|
|
-82.86% |
3 Months |
|
|
-90.00% |
YTD |
|
|
-97.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.017 |
0.009 |
1M High / 1M Low: |
0.120 |
0.009 |
6M High / 6M Low: |
0.270 |
0.009 |
High (YTD): |
1/11/2024 |
0.350 |
Low (YTD): |
8/30/2024 |
0.009 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.015 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.047 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.140 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
466.91% |
Volatility 6M: |
|
313.27% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |