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Soc. Generale Put 0.8 VOD 20.09.2.../  DE000SU130S2  /

Frankfurt Zert./SG
2024-05-20  5:59:18 PM Chg.0.000 Bid2024-05-20 Ask2024-05-20 Underlying Strike price Expiration date Option type
0.980EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Vodafone Group PLC O... 0.80 GBP 2024-09-20 Put
 

Master data

WKN: SU130S
Issuer: Société Générale
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Put
Strike price: 0.80 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: -7.66
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.31
Implied volatility: 0.51
Historic volatility: 0.27
Parity: 0.31
Time value: 0.87
Break-even: 0.82
Moneyness: 1.03
Premium: 0.10
Premium p.a.: 0.31
Spread abs.: 0.20
Spread %: 20.41%
Delta: -0.47
Theta: 0.00
Omega: -3.59
Rho: 0.00
 

Quote data

Open: 0.980
High: 0.980
Low: 0.950
Previous Close: 0.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.44%
1 Month
  -48.69%
3 Months
  -51.49%
YTD
  -43.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.280 0.970
1M High / 1M Low: 1.840 0.970
6M High / 6M Low: 2.170 0.970
High (YTD): 2024-02-09 2.170
Low (YTD): 2024-05-16 0.970
52W High: - -
52W Low: - -
Avg. price 1W:   1.056
Avg. volume 1W:   0.000
Avg. price 1M:   1.544
Avg. volume 1M:   0.000
Avg. price 6M:   1.741
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.20%
Volatility 6M:   92.28%
Volatility 1Y:   -
Volatility 3Y:   -