Soc. Generale Put 0.7 VOD 20.09.2.../  DE000SU130R4  /

EUWAX
2024-06-07  10:06:47 AM Chg.+0.010 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.320EUR +3.23% -
Bid Size: -
-
Ask Size: -
Vodafone Group PLC O... 0.70 GBP 2024-09-20 Put
 

Master data

WKN: SU130R
Issuer: Société Générale
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Put
Strike price: 0.70 GBP
Maturity: 2024-09-20
Issue date: 2023-11-13
Last trading day: 2024-09-19
Ratio: 1:10
Exercise type: American
Quanto: No
Gearing: -16.32
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.24
Parity: -0.43
Time value: 0.53
Break-even: 0.77
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.44
Spread abs.: 0.20
Spread %: 60.61%
Delta: -0.35
Theta: 0.00
Omega: -5.72
Rho: 0.00
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.57%
1 Month
  -60.98%
3 Months
  -64.04%
YTD
  -67.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.280
1M High / 1M Low: 0.930 0.280
6M High / 6M Low: 1.280 0.280
High (YTD): 2024-02-12 1.280
Low (YTD): 2024-06-05 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.316
Avg. volume 1W:   0.000
Avg. price 1M:   0.478
Avg. volume 1M:   0.000
Avg. price 6M:   0.869
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   204.80%
Volatility 6M:   141.44%
Volatility 1Y:   -
Volatility 3Y:   -