Soc. Generale Put 3.4 KPN 20.12.2024
/ DE000SU9MYH4
Soc. Generale Put 3.4 KPN 20.12.2.../ DE000SU9MYH4 /
2024-05-03 8:25:38 AM |
Chg.+0.010 |
Bid3:06:05 PM |
Ask3:06:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
+4.76% |
0.230 Bid Size: 80,000 |
0.240 Ask Size: 80,000 |
Koninklijke KPN NV |
3.40 EUR |
2024-12-20 |
Put |
Master data
WKN: |
SU9MYH |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Koninklijke KPN NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.40 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-20 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-14.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.03 |
Implied volatility: |
0.25 |
Historic volatility: |
0.10 |
Parity: |
0.03 |
Time value: |
0.21 |
Break-even: |
3.16 |
Moneyness: |
1.01 |
Premium: |
0.06 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
4.35% |
Delta: |
-0.43 |
Theta: |
0.00 |
Omega: |
-6.01 |
Rho: |
-0.01 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.210 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.79% |
1 Month |
|
|
-15.38% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.190 |
1M High / 1M Low: |
0.290 |
0.190 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.197 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.240 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.21% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |