Soc. Generale Put 3.75 ATO 21.06.2024
/ DE000SU0VPN0
Soc. Generale Put 3.75 ATO 21.06..../ DE000SU0VPN0 /
| 2024-05-08 10:15:48 AM |
Chg.-0.01 |
Bid1:19:43 PM |
Ask1:19:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.85EUR |
-0.54% |
1.84
Bid Size: 10,000 |
-
Ask Size: - |
Atos SE |
3.75 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
SU0VPN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Atos SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3.75 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-1.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.70 |
| Implied volatility: |
1.92 |
| Historic volatility: |
0.86 |
| Parity: |
1.70 |
| Time value: |
0.16 |
| Break-even: |
1.89 |
| Moneyness: |
1.83 |
| Premium: |
0.08 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.08 |
| Spread %: |
4.49% |
| Delta: |
-0.71 |
| Theta: |
0.00 |
| Omega: |
-0.79 |
| Rho: |
0.00 |
Quote data
| Open: |
1.85 |
| High: |
1.85 |
| Low: |
1.85 |
| Previous Close: |
1.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.12% |
| 1 Month |
|
|
+7.56% |
| 3 Months |
|
|
+5.71% |
| YTD |
|
|
+213.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.76 |
| 1M High / 1M Low: |
2.13 |
1.65 |
| 6M High / 6M Low: |
2.31 |
0.41 |
| High (YTD): |
2024-03-26 |
2.31 |
| Low (YTD): |
2024-01-02 |
0.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.63% |
| Volatility 6M: |
|
116.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
