Soc. Generale Put 30 MOS 21.06.2024
/ DE000SU2L8E4
Soc. Generale Put 30 MOS 21.06.20.../ DE000SU2L8E4 /
2024-06-05 9:50:27 PM |
Chg.+0.032 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
+32.65% |
0.130 Bid Size: 10,000 |
0.140 Ask Size: 10,000 |
Mosaic Company |
30.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
SU2L8E |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Mosaic Company |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-22 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-24.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.44 |
Historic volatility: |
0.29 |
Parity: |
0.02 |
Time value: |
0.09 |
Break-even: |
26.47 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
1.04 |
Spread abs.: |
0.01 |
Spread %: |
13.40% |
Delta: |
-0.51 |
Theta: |
-0.03 |
Omega: |
-12.70 |
Rho: |
-0.01 |
Quote data
Open: |
0.075 |
High: |
0.140 |
Low: |
0.073 |
Previous Close: |
0.098 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+35.42% |
1 Month |
|
|
-38.10% |
3 Months |
|
|
-31.58% |
YTD |
|
|
-13.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.098 |
0.058 |
1M High / 1M Low: |
0.190 |
0.045 |
6M High / 6M Low: |
0.310 |
0.045 |
High (YTD): |
2024-02-13 |
0.310 |
Low (YTD): |
2024-05-22 |
0.045 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.080 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.095 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.166 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
457.71% |
Volatility 6M: |
|
271.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |