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

Frankfurt Zert./SG
2024-05-20  6:01:28 PM Chg.0.000 Bid2024-05-20 Ask2024-05-20 Underlying Strike price Expiration date Option type
0.320EUR 0.00% -
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: -17.38
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.27
Parity: -0.86
Time value: 0.52
Break-even: 0.77
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.52
Spread abs.: 0.20
Spread %: 62.50%
Delta: -0.29
Theta: 0.00
Omega: -5.06
Rho: 0.00
 

Quote data

Open: 0.320
High: 0.330
Low: 0.310
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -34.69%
1 Month
  -67.35%
3 Months
  -71.43%
YTD
  -66.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.310
1M High / 1M Low: 0.920 0.310
6M High / 6M Low: 1.260 0.310
High (YTD): 2024-02-09 1.260
Low (YTD): 2024-05-16 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   0.358
Avg. volume 1W:   0.000
Avg. price 1M:   0.705
Avg. volume 1M:   0.000
Avg. price 6M:   0.913
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.46%
Volatility 6M:   136.50%
Volatility 1Y:   -
Volatility 3Y:   -