Soc. Generale Put 50 STA2 20.12.2024
/ DE000SU58JG1
Soc. Generale Put 50 STA2 20.12.2.../ DE000SU58JG1 /
18/10/2024 21:37:56 |
Chg.-0.110 |
Bid18/10/2024 |
Ask18/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.240EUR |
-8.15% |
1.240 Bid Size: 3,000 |
1.340 Ask Size: 3,000 |
STABILUS SE |
50.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
SU58JG |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
STABILUS SE |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
22/12/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.28 |
Intrinsic value: |
1.28 |
Implied volatility: |
0.67 |
Historic volatility: |
0.31 |
Parity: |
1.28 |
Time value: |
0.07 |
Break-even: |
36.60 |
Moneyness: |
1.34 |
Premium: |
0.02 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.10 |
Spread %: |
8.06% |
Delta: |
-0.82 |
Theta: |
-0.02 |
Omega: |
-2.27 |
Rho: |
-0.07 |
Quote data
Open: |
1.340 |
High: |
1.340 |
Low: |
1.190 |
Previous Close: |
1.350 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.81% |
1 Month |
|
|
+16.98% |
3 Months |
|
|
+67.57% |
YTD |
|
|
+235.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.350 |
1.240 |
1M High / 1M Low: |
1.350 |
1.060 |
6M High / 6M Low: |
1.400 |
0.250 |
High (YTD): |
10/09/2024 |
1.400 |
Low (YTD): |
07/05/2024 |
0.250 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.294 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.229 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.766 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.10% |
Volatility 6M: |
|
172.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |