Soc. Generale Put 20 BATS 21.03.2025
/ DE000SU797X8
Soc. Generale Put 20 BATS 21.03.2.../ DE000SU797X8 /
| 2024-05-23 8:14:02 AM |
Chg.-0.004 |
Bid5:43:19 PM |
Ask5:43:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
-5.63% |
-
Bid Size: - |
-
Ask Size: - |
British American Tob... |
20.00 GBP |
2025-03-21 |
Put |
Master data
| WKN: |
SU797X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
British American Tobacco PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-36.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
-0.55 |
| Time value: |
0.08 |
| Break-even: |
22.71 |
| Moneyness: |
0.81 |
| Premium: |
0.22 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
14.49% |
| Delta: |
-0.16 |
| Theta: |
0.00 |
| Omega: |
-5.85 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.067 |
| High: |
0.067 |
| Low: |
0.067 |
| Previous Close: |
0.071 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.22% |
| 1 Month |
|
|
-39.09% |
| 3 Months |
|
|
-44.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.071 |
| 1M High / 1M Low: |
0.110 |
0.071 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
