Soc. Generale Put 0.7 VOD 20.09.2024
/ DE000SU130R4
Soc. Generale Put 0.7 VOD 20.09.2.../ DE000SU130R4 /
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: |
|
- |