Soc. Generale Put 24 BHP 20.06.2025
/ DE000SW98YS7
Soc. Generale Put 24 BHP 20.06.20.../ DE000SW98YS7 /
| 2024-06-11 11:14:44 AM |
Chg.+0.040 |
Bid1:10:37 PM |
Ask1:10:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+10.81% |
0.420
Bid Size: 60,000 |
0.430
Ask Size: 60,000 |
Bhp Group Limited OR... |
24.00 GBP |
2025-06-20 |
Put |
Master data
| WKN: |
SW98YS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Bhp Group Limited ORD NPV (DI) |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 GBP |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
0.12 |
| Time value: |
0.26 |
| Break-even: |
24.58 |
| Moneyness: |
1.04 |
| Premium: |
0.10 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
-0.44 |
| Theta: |
0.00 |
| Omega: |
-3.12 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.370 |
| High: |
0.410 |
| Low: |
0.370 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.50% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.360 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
