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Soc. Generale Put 26 BHP 20.09.20.../  DE000SU2QPW7  /

EUWAX
2024-06-11  8:59:14 AM Chg.0.000 Bid5:37:22 PM Ask5:37:22 PM Underlying Strike price Expiration date Option type
0.420EUR 0.00% 0.490
Bid Size: 6,200		 0.510
Ask Size: 6,200		 Bhp Group Limited OR... 26.00 GBP 2024-09-20 Put
 

Master data

WKN: SU2QPW
Issuer: Société Générale
Currency: EUR
Underlying: Bhp Group Limited ORD NPV (DI)
Type: Warrant
Option type: Put
Strike price: 26.00 GBP
Maturity: 2024-09-20
Issue date: 2023-11-23
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.33
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.35
Implied volatility: 0.39
Historic volatility: 0.23
Parity: 0.35
Time value: 0.08
Break-even: 26.45
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 2.38%
Delta: -0.67
Theta: -0.01
Omega: -4.24
Rho: -0.06
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.44%
1 Month
  -4.55%
3 Months
  -19.23%
YTD  
+55.56%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.380
1M High / 1M Low: 0.440 0.310
6M High / 6M Low: 0.540 0.270
High (YTD): 2024-03-15 0.540
Low (YTD): 2024-01-02 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.387
Avg. volume 1M:   0.000
Avg. price 6M:   0.410
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.91%
Volatility 6M:   99.73%
Volatility 1Y:   -
Volatility 3Y:   -