Soc. Generale Put 25 UEN 20.12.2024
/ DE000SU134V8
Soc. Generale Put 25 UEN 20.12.20.../ DE000SU134V8 /
| 2024-05-30 9:55:54 AM |
Chg.+0.020 |
Bid7:22:15 PM |
Ask7:22:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+3.77% |
0.510
Bid Size: 7,000 |
0.520
Ask Size: 7,000 |
UBISOFT ENTMT IN.EO-... |
25.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SU134V |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
UBISOFT ENTMT IN.EO-,0775 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.40 |
| Parity: |
0.36 |
| Time value: |
0.21 |
| Break-even: |
19.30 |
| Moneyness: |
1.17 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-2.01 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.51% |
| 3 Months |
|
|
-11.29% |
| YTD |
|
|
-14.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.520 |
| 1M High / 1M Low: |
0.660 |
0.510 |
| 6M High / 6M Low: |
0.810 |
0.500 |
| High (YTD): |
2024-01-17 |
0.810 |
| Low (YTD): |
2024-02-16 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.558 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.644 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.84% |
| Volatility 6M: |
|
78.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
