Soc. Generale Put 90 DIS 20.12.2024
/ DE000SU0WRD5
Soc. Generale Put 90 DIS 20.12.20.../ DE000SU0WRD5 /
| 9/17/2024 9:43:56 PM |
Chg.-0.040 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-10.00% |
0.360
Bid Size: 8,400 |
0.370
Ask Size: 8,400 |
Walt Disney Co |
90.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
10/18/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-0.17 |
| Time value: |
0.40 |
| Break-even: |
76.87 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
-0.40 |
| Theta: |
-0.02 |
| Omega: |
-8.17 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.350 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-26.53% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
-52.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.400 |
| 1M High / 1M Low: |
0.570 |
0.390 |
| 6M High / 6M Low: |
0.750 |
0.160 |
| High (YTD): |
1/10/2024 |
0.790 |
| Low (YTD): |
5/6/2024 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.473 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.339 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.81% |
| Volatility 6M: |
|
163.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
