Soc. Generale Put 45 SGM 20.12.2024
/ DE000SU23NA0
Soc. Generale Put 45 SGM 20.12.20.../ DE000SU23NA0 /
| 2024-07-05 9:40:28 PM |
Chg.-0.060 |
Bid9:50:16 PM |
Ask9:50:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-7.69% |
0.720
Bid Size: 8,000 |
0.740
Ask Size: 8,000 |
STMICROELECTRONICS |
45.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SU23NA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
0.61 |
| Time value: |
0.13 |
| Break-even: |
37.60 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
-0.65 |
| Theta: |
-0.01 |
| Omega: |
-3.40 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.710 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.74% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
-12.20% |
| YTD |
|
|
+26.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.720 |
| 1M High / 1M Low: |
0.930 |
0.580 |
| 6M High / 6M Low: |
0.990 |
0.530 |
| High (YTD): |
2024-04-19 |
0.990 |
| Low (YTD): |
2024-03-07 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.765 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.743 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.14% |
| Volatility 6M: |
|
97.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
