Soc. Generale Put 0.7 VOD 20.12.2024
/ DE000SU9M5T0
Soc. Generale Put 0.7 VOD 20.12.2.../ DE000SU9M5T0 /
2024-05-31 9:48:49 PM |
Chg.-0.050 |
Bid8:25:23 AM |
Ask8:25:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
-7.81% |
0.570 Bid Size: 5,300 |
0.770 Ask Size: 5,300 |
Vodafone Group PLC O... |
0.70 GBP |
2024-12-20 |
Put |
Master data
WKN: |
SU9M5T |
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: |
2024-12-20 |
Issue date: |
2024-02-21 |
Last trading day: |
2024-12-19 |
Ratio: |
1:10 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-11.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.27 |
Parity: |
-0.61 |
Time value: |
0.78 |
Break-even: |
0.74 |
Moneyness: |
0.93 |
Premium: |
0.16 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.20 |
Spread %: |
34.48% |
Delta: |
-0.33 |
Theta: |
0.00 |
Omega: |
-3.72 |
Rho: |
0.00 |
Quote data
Open: |
0.630 |
High: |
0.630 |
Low: |
0.590 |
Previous Close: |
0.640 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-16.90% |
1 Month |
|
|
-45.37% |
3 Months |
|
|
-41.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.590 |
1M High / 1M Low: |
1.140 |
0.530 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.658 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.776 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |