Soc. Generale Put 40 VZ 20.09.2024
/ DE000SU26J13
Soc. Generale Put 40 VZ 20.09.202.../ DE000SU26J13 /
| 7/4/2024 9:36:57 PM |
Chg.-0.020 |
Bid7/4/2024 |
Ask7/4/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-18.18% |
0.090
Bid Size: 40,000 |
0.100
Ask Size: 40,000 |
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: |
-31.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
-0.10 |
| Time value: |
0.12 |
| Break-even: |
35.87 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
-0.36 |
| Theta: |
-0.01 |
| Omega: |
-11.46 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.090 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
-35.71% |
| YTD |
|
|
-77.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.084 |
| 1M High / 1M Low: |
0.190 |
0.084 |
| 6M High / 6M Low: |
0.350 |
0.084 |
| High (YTD): |
1/11/2024 |
0.350 |
| Low (YTD): |
7/1/2024 |
0.084 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.103 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.132 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.196 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.06% |
| Volatility 6M: |
|
177.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
