Soc. Generale Put 0.7 VOD 20.09.2024
/ DE000SU130R4
Soc. Generale Put 0.7 VOD 20.09.2.../ DE000SU130R4 /
2024-05-17 10:13:13 AM |
Chg.-0.020 |
Bid8:12:50 PM |
Ask8:12:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
-6.45% |
0.330 Bid Size: 9,100 |
0.530 Ask Size: 9,100 |
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: |
-17.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.27 |
Parity: |
-0.77 |
Time value: |
0.51 |
Break-even: |
0.77 |
Moneyness: |
0.91 |
Premium: |
0.14 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.20 |
Spread %: |
64.52% |
Delta: |
-0.30 |
Theta: |
0.00 |
Omega: |
-5.23 |
Rho: |
0.00 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.310 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-61.84% |
1 Month |
|
|
-71.84% |
3 Months |
|
|
-72.64% |
YTD |
|
|
-70.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.310 |
1M High / 1M Low: |
1.050 |
0.310 |
6M High / 6M Low: |
1.280 |
0.310 |
High (YTD): |
2024-02-12 |
1.280 |
Low (YTD): |
2024-05-16 |
0.310 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.550 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.796 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.926 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
190.71% |
Volatility 6M: |
|
135.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |