Soc. Generale Put 16 VALE 20.12.2024
/ DE000SU275G0
Soc. Generale Put 16 VALE 20.12.2.../ DE000SU275G0 /
| 2024-05-22 1:51:27 PM |
Chg.-0.01 |
Bid6:16:09 PM |
Ask6:16:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.16EUR |
-0.32% |
3.34
Bid Size: 15,000 |
-
Ask Size: - |
Vale SA |
16.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
SU275G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.87 |
| Intrinsic value: |
2.87 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
2.87 |
| Time value: |
0.38 |
| Break-even: |
11.49 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.67 |
| Theta: |
0.00 |
| Omega: |
-2.45 |
| Rho: |
-0.07 |
Quote data
| Open: |
3.14 |
| High: |
3.16 |
| Low: |
3.14 |
| Previous Close: |
3.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.11% |
| 1 Month |
|
|
-15.96% |
| 3 Months |
|
|
-0.32% |
| YTD |
|
|
+44.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.36 |
3.07 |
| 1M High / 1M Low: |
3.96 |
3.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-17 |
4.21 |
| Low (YTD): |
2024-01-03 |
2.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
