Soc. Generale Put 50 STA2 20.12.2024
/ DE000SU58JG1
Soc. Generale Put 50 STA2 20.12.2.../ DE000SU58JG1 /
| 8/16/2024 1:19:59 PM |
Chg.+0.010 |
Bid1:32:23 PM |
Ask1:32:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+1.30% |
0.790
Bid Size: 6,000 |
0.820
Ask Size: 6,000 |
STABILUS SE |
50.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SU58JG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STABILUS SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/22/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
0.72 |
| Time value: |
0.10 |
| Break-even: |
41.80 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
3.80% |
| Delta: |
-0.70 |
| Theta: |
-0.01 |
| Omega: |
-3.66 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.760 |
| High: |
0.790 |
| Low: |
0.760 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.02% |
| 1 Month |
|
|
+5.41% |
| 3 Months |
|
|
+110.81% |
| YTD |
|
|
+110.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.770 |
| 1M High / 1M Low: |
0.890 |
0.610 |
| 6M High / 6M Low: |
0.890 |
0.250 |
| High (YTD): |
8/13/2024 |
0.890 |
| Low (YTD): |
5/7/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.786 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.482 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.28% |
| Volatility 6M: |
|
166.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
