Soc. Generale Put 7 TUI1 20.09.2024
/ DE000SV7GYH9
Soc. Generale Put 7 TUI1 20.09.20.../ DE000SV7GYH9 /
13/09/2024 21:40:52 |
Chg.-0.100 |
Bid21:58:03 |
Ask21:58:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
-11.24% |
0.790 Bid Size: 4,000 |
1.310 Ask Size: 4,000 |
TUI AG |
7.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
SV7GYH |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
TUI AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
7.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
14/06/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.15 |
Intrinsic value: |
1.15 |
Implied volatility: |
1.26 |
Historic volatility: |
0.42 |
Parity: |
1.15 |
Time value: |
0.08 |
Break-even: |
5.77 |
Moneyness: |
1.20 |
Premium: |
0.01 |
Premium p.a.: |
1.10 |
Spread abs.: |
0.12 |
Spread %: |
10.81% |
Delta: |
-0.83 |
Theta: |
-0.02 |
Omega: |
-3.93 |
Rho: |
0.00 |
Quote data
Open: |
1.070 |
High: |
1.080 |
Low: |
0.790 |
Previous Close: |
0.890 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-21.78% |
1 Month |
|
|
-43.97% |
3 Months |
|
|
+43.64% |
YTD |
|
|
-24.76% |
1 Year |
|
|
-59.49% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.010 |
0.890 |
1M High / 1M Low: |
1.510 |
0.780 |
6M High / 6M Low: |
1.620 |
0.420 |
High (YTD): |
07/08/2024 |
1.620 |
Low (YTD): |
17/07/2024 |
0.420 |
52W High: |
23/10/2023 |
2.560 |
52W Low: |
17/07/2024 |
0.420 |
Avg. price 1W: |
|
0.944 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.023 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.863 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.220 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
156.43% |
Volatility 6M: |
|
163.41% |
Volatility 1Y: |
|
134.11% |
Volatility 3Y: |
|
- |