Soc. Generale Put 90 DIS 20.12.2024
/ DE000SU0WRD5
Soc. Generale Put 90 DIS 20.12.20.../ DE000SU0WRD5 /
| 2024-08-01 9:39:20 PM |
Chg.+0.050 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+11.63% |
0.470
Bid Size: 7,000 |
0.480
Ask Size: 7,000 |
Walt Disney Co |
90.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
SU0WRD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-0.34 |
| Time value: |
0.45 |
| Break-even: |
78.65 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
-0.35 |
| Theta: |
-0.02 |
| Omega: |
-6.80 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.440 |
| High: |
0.490 |
| Low: |
0.440 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
+45.45% |
| 3 Months |
|
|
+108.70% |
| YTD |
|
|
-36.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.430 |
| 1M High / 1M Low: |
0.600 |
0.290 |
| 6M High / 6M Low: |
0.600 |
0.160 |
| High (YTD): |
2024-01-10 |
0.790 |
| Low (YTD): |
2024-05-06 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.388 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.282 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.54% |
| Volatility 6M: |
|
156.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
