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Soc. Generale Put 120 AMZN 17.01..../  DE000SU0U615  /

Frankfurt Zert./SG
2024-05-24  9:51:32 PM Chg.-0.010 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.120
Bid Size: 40,000		 0.130
Ask Size: 40,000		 Amazon.com Inc 120.00 USD 2025-01-17 Put
 

Master data

WKN: SU0U61
Issuer: Société Générale
Currency: EUR
Underlying: Amazon.com Inc
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 2025-01-17
Issue date: 2023-10-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -128.18
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.26
Parity: -5.60
Time value: 0.13
Break-even: 109.33
Moneyness: 0.66
Premium: 0.34
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 8.33%
Delta: -0.05
Theta: -0.01
Omega: -7.00
Rho: -0.07
 

Quote data

Open: 0.130
High: 0.130
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -45.45%
3 Months
  -57.14%
YTD
  -78.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.120
1M High / 1M Low: 0.220 0.120
6M High / 6M Low: 0.740 0.120
High (YTD): 2024-01-05 0.680
Low (YTD): 2024-05-24 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   0.358
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.11%
Volatility 6M:   108.93%
Volatility 1Y:   -
Volatility 3Y:   -