Soc. Generale Put 24 BHP 20.09.2024
/ DE000SW13QT0
Soc. Generale Put 24 BHP 20.09.20.../ DE000SW13QT0 /
| 2024-04-30 8:53:55 AM |
Chg.-0.010 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-3.45% |
-
Bid Size: - |
-
Ask Size: - |
Bhp Group Limited OR... |
24.00 GBP |
2024-09-20 |
Put |
Master data
| WKN: |
SW13QT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Bhp Group Limited ORD NPV (DI) |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
24.00 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
0.22 |
| Time value: |
0.10 |
| Break-even: |
24.91 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-4.75 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+16.67% |
| YTD |
|
|
+55.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.210 |
| 1M High / 1M Low: |
0.290 |
0.210 |
| 6M High / 6M Low: |
0.360 |
0.170 |
| High (YTD): |
2024-03-18 |
0.350 |
| Low (YTD): |
2024-01-02 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.270 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.21% |
| Volatility 6M: |
|
106.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
