Soc. Generale Put 45 SGM 20.12.2024
/ DE000SU23NA0
Soc. Generale Put 45 SGM 20.12.20.../ DE000SU23NA0 /
| 2024-09-06 8:52:45 AM |
Chg.+0.04 |
Bid9:27:52 AM |
Ask9:27:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.82EUR |
+2.25% |
1.87
Bid Size: 70,000 |
1.88
Ask Size: 70,000 |
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: |
-1.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.32 |
| Parity: |
1.84 |
| Time value: |
0.01 |
| Break-even: |
26.50 |
| Moneyness: |
1.69 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
-0.87 |
| Theta: |
-0.01 |
| Omega: |
-1.25 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.82 |
| High: |
1.82 |
| Low: |
1.82 |
| Previous Close: |
1.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.66% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
+188.89% |
| YTD |
|
|
+219.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.78 |
1.59 |
| 1M High / 1M Low: |
1.88 |
1.59 |
| 6M High / 6M Low: |
1.88 |
0.54 |
| High (YTD): |
2024-08-08 |
1.88 |
| Low (YTD): |
2024-03-13 |
0.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.98 |
| Avg. volume 6M: |
|
86.82 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.52% |
| Volatility 6M: |
|
118.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
