Soc. Generale Put 16 VALE 20.12.2024
/ DE000SU275G0
Soc. Generale Put 16 VALE 20.12.2.../ DE000SU275G0 /
| 2024-06-04 8:32:26 AM |
Chg.+0.14 |
Bid11:56:31 AM |
Ask11:56:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.90EUR |
+3.72% |
4.00
Bid Size: 2,000 |
-
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: |
-2.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.83 |
| Intrinsic value: |
3.83 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.27 |
| Parity: |
3.83 |
| Time value: |
0.21 |
| Break-even: |
10.63 |
| Moneyness: |
1.35 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.74 |
| Theta: |
0.00 |
| Omega: |
-1.98 |
| Rho: |
-0.07 |
Quote data
| Open: |
3.90 |
| High: |
3.90 |
| Low: |
3.90 |
| Previous Close: |
3.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.27% |
| 1 Month |
|
|
+12.39% |
| 3 Months |
|
|
+22.26% |
| YTD |
|
|
+78.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.81 |
3.27 |
| 1M High / 1M Low: |
3.81 |
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: |
|
3.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
