Soc. Generale Put 45 SGM 20.12.2024
/ DE000SU23NA0
Soc. Generale Put 45 SGM 20.12.20.../ DE000SU23NA0 /
| 2024-07-30 8:47:58 AM |
Chg.-0.03 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
-2.14% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-2.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.32 |
| Parity: |
1.39 |
| Time value: |
0.02 |
| Break-even: |
30.90 |
| Moneyness: |
1.45 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
-0.83 |
| Theta: |
0.00 |
| Omega: |
-1.83 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+67.07% |
| 1 Month |
|
|
+48.91% |
| 3 Months |
|
|
+71.25% |
| YTD |
|
|
+140.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
0.82 |
| 1M High / 1M Low: |
1.40 |
0.69 |
| 6M High / 6M Low: |
1.40 |
0.54 |
| High (YTD): |
2024-07-29 |
1.40 |
| Low (YTD): |
2024-03-13 |
0.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
80 |
| Avg. price 1M: |
|
0.87 |
| Avg. volume 1M: |
|
19.05 |
| Avg. price 6M: |
|
0.75 |
| Avg. volume 6M: |
|
88.19 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.80% |
| Volatility 6M: |
|
120.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
