Soc. Generale Put 3.5 RR/ 20.09.2024
/ DE000SU9ZKS2
Soc. Generale Put 3.5 RR/ 20.09.2.../ DE000SU9ZKS2 /
| 6/3/2024 5:42:56 PM |
Chg.-0.014 |
Bid6/3/2024 |
Ask6/3/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
-15.56% |
0.076
Bid Size: 10,000 |
0.095
Ask Size: 10,000 |
Rolls-Royce Holdings... |
3.50 GBP |
9/20/2024 |
Put |
Master data
| WKN: |
SU9ZKS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3.50 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
2/28/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-48.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.42 |
| Parity: |
-1.21 |
| Time value: |
0.11 |
| Break-even: |
4.00 |
| Moneyness: |
0.77 |
| Premium: |
0.25 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.02 |
| Spread %: |
25.00% |
| Delta: |
-0.13 |
| Theta: |
0.00 |
| Omega: |
-6.39 |
| Rho: |
0.00 |
Quote data
| Open: |
0.086 |
| High: |
0.086 |
| Low: |
0.076 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.45% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
-76.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.098 |
0.080 |
| 1M High / 1M Low: |
0.190 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.138 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
