Soc. Generale Put 80 SIX2 20.12.2024
/ DE000SU132S8
Soc. Generale Put 80 SIX2 20.12.2.../ DE000SU132S8 /
26/08/2024 08:47:37 |
Chg.-0.030 |
Bid09:11:51 |
Ask09:11:51 |
Underlying |
Strike price |
Expiration date |
Option type |
1.570EUR |
-1.88% |
1.620 Bid Size: 3,000 |
1.650 Ask Size: 3,000 |
SIXT SE ST O.N. |
80.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
SU132S |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SIXT SE ST O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
13/11/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.57 |
Intrinsic value: |
1.57 |
Implied volatility: |
0.40 |
Historic volatility: |
0.31 |
Parity: |
1.57 |
Time value: |
0.07 |
Break-even: |
63.60 |
Moneyness: |
1.24 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.03 |
Spread %: |
1.86% |
Delta: |
-0.78 |
Theta: |
-0.01 |
Omega: |
-3.08 |
Rho: |
-0.22 |
Quote data
Open: |
1.570 |
High: |
1.570 |
Low: |
1.570 |
Previous Close: |
1.600 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.19% |
1 Month |
|
|
-10.29% |
3 Months |
|
|
+44.04% |
YTD |
|
|
+220.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.710 |
1.510 |
1M High / 1M Low: |
1.990 |
1.510 |
6M High / 6M Low: |
1.990 |
0.580 |
High (YTD): |
05/08/2024 |
1.990 |
Low (YTD): |
02/01/2024 |
0.500 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.626 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.766 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.128 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.23% |
Volatility 6M: |
|
127.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |