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Soc. Generale Put 24 BHP 20.12.20.../  DE000SU13YU6  /

EUWAX
2024-05-22  10:07:54 AM Chg.+0.010 Bid4:18:04 PM Ask4:18:04 PM Underlying Strike price Expiration date Option type
0.230EUR +4.55% 0.280
Bid Size: 70,000		 0.290
Ask Size: 70,000		 Bhp Group Limited OR... 24.00 GBP 2024-12-20 Put
 

Master data

WKN: SU13YU
Issuer: Société Générale
Currency: EUR
Underlying: Bhp Group Limited ORD NPV (DI)
Type: Warrant
Option type: Put
Strike price: 24.00 GBP
Maturity: 2024-12-20
Issue date: 2023-11-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.42
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -0.05
Time value: 0.23
Break-even: 25.80
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 4.55%
Delta: -0.39
Theta: -0.01
Omega: -4.85
Rho: -0.08
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.54%
1 Month
  -14.81%
3 Months
  -34.29%
YTD  
+4.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.220
1M High / 1M Low: 0.350 0.220
6M High / 6M Low: 0.400 0.210
High (YTD): 2024-03-13 0.400
Low (YTD): 2024-01-02 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.246
Avg. volume 1W:   0.000
Avg. price 1M:   0.296
Avg. volume 1M:   0.000
Avg. price 6M:   0.307
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.84%
Volatility 6M:   100.22%
Volatility 1Y:   -
Volatility 3Y:   -