Soc. Generale Put 250 FDX 21.06.2024
/ DE000SU2J2K8
Soc. Generale Put 250 FDX 21.06.2.../ DE000SU2J2K8 /
| 2024-05-31 10:17:29 AM |
Chg.-0.300 |
Bid9:37:33 PM |
Ask9:37:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-36.59% |
0.430
Bid Size: 35,000 |
0.450
Ask Size: 35,000 |
FedEx Corp |
250.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
SU2J2K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FedEx Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-39.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
0.04 |
| Time value: |
0.54 |
| Break-even: |
225.01 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
-0.48 |
| Theta: |
-0.13 |
| Omega: |
-19.24 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.70% |
| 1 Month |
|
|
+79.31% |
| 3 Months |
|
|
-62.32% |
| YTD |
|
|
-58.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.540 |
| 1M High / 1M Low: |
0.820 |
0.150 |
| 6M High / 6M Low: |
1.890 |
0.130 |
| High (YTD): |
2024-02-16 |
1.890 |
| Low (YTD): |
2024-03-28 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.640 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.377 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.955 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
414.56% |
| Volatility 6M: |
|
306.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
