Soc. Generale Put 26 DTE 21.06.2024
/ DE000SU9ADU6
Soc. Generale Put 26 DTE 21.06.20.../ DE000SU9ADU6 /
5/15/2024 4:35:59 PM |
Chg.-0.100 |
Bid4:40:37 PM |
Ask4:40:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.820EUR |
-2.55% |
3.810 Bid Size: 25,000 |
3.840 Ask Size: 25,000 |
DT.TELEKOM AG NA |
26.00 EUR |
6/21/2024 |
Put |
Master data
WKN: |
SU9ADU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
DT.TELEKOM AG NA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
26.00 EUR |
Maturity: |
6/21/2024 |
Issue date: |
2/13/2024 |
Last trading day: |
6/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.99 |
Intrinsic value: |
3.99 |
Implied volatility: |
0.36 |
Historic volatility: |
0.17 |
Parity: |
3.99 |
Time value: |
0.00 |
Break-even: |
22.01 |
Moneyness: |
1.18 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.03 |
Spread %: |
0.76% |
Delta: |
-0.91 |
Theta: |
0.00 |
Omega: |
-5.02 |
Rho: |
-0.02 |
Quote data
Open: |
3.860 |
High: |
3.920 |
Low: |
3.800 |
Previous Close: |
3.920 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-10.75% |
1 Month |
|
|
-21.72% |
3 Months |
|
|
-11.98% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.280 |
3.920 |
1M High / 1M Low: |
5.130 |
3.920 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.048 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.376 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
59.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |