Soc. Generale Put 44 DSY 20.12.2024
/ DE000SU9LJB0
Soc. Generale Put 44 DSY 20.12.20.../ DE000SU9LJB0 /
| 2024-05-31 12:39:07 PM |
Chg.+0.090 |
Bid3:30:51 PM |
Ask3:30:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+13.24% |
0.780
Bid Size: 70,000 |
0.790
Ask Size: 70,000 |
Dassault Systemes SE |
44.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SU9LJB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Dassault Systemes SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
0.65 |
| Time value: |
0.07 |
| Break-even: |
36.80 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
-0.68 |
| Theta: |
0.00 |
| Omega: |
-3.54 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.700 |
| High: |
0.770 |
| Low: |
0.700 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
+6.94% |
| 3 Months |
|
|
+63.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.610 |
| 1M High / 1M Low: |
0.800 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.681 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
