Soc. Generale Put 60 STA2 20.12.2024
/ DE000SU58JH9
Soc. Generale Put 60 STA2 20.12.2.../ DE000SU58JH9 /
| 11/7/2024 9:34:32 AM |
Chg.-0.20 |
Bid11:09:36 AM |
Ask11:09:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.04EUR |
-8.93% |
2.05
Bid Size: 5,000 |
2.18
Ask Size: 5,000 |
STABILUS SE |
60.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SU58JH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STABILUS SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
12/22/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
1.08 |
| Historic volatility: |
0.32 |
| Parity: |
2.25 |
| Time value: |
0.07 |
| Break-even: |
36.90 |
| Moneyness: |
1.60 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.13 |
| Spread %: |
5.96% |
| Delta: |
-0.86 |
| Theta: |
-0.03 |
| Omega: |
-1.39 |
| Rho: |
-0.07 |
Quote data
| Open: |
2.04 |
| High: |
2.04 |
| Low: |
2.04 |
| Previous Close: |
2.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.00% |
| 1 Month |
|
|
-6.85% |
| 3 Months |
|
|
+13.97% |
| YTD |
|
|
+200.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.40 |
2.24 |
| 1M High / 1M Low: |
2.49 |
2.16 |
| 6M High / 6M Low: |
2.49 |
0.59 |
| High (YTD): |
10/30/2024 |
2.49 |
| Low (YTD): |
1/30/2024 |
0.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.47% |
| Volatility 6M: |
|
153.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
