Soc. Generale Put 32 DTE 21.06.2024
/ DE000SU9ADW2
Soc. Generale Put 32 DTE 21.06.20.../ DE000SU9ADW2 /
5/14/2024 9:39:39 PM |
Chg.-0.080 |
Bid8:47:02 AM |
Ask8:47:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
9.920EUR |
-0.80% |
9.850 Bid Size: 4,000 |
9.990 Ask Size: 4,000 |
DT.TELEKOM AG NA |
32.00 EUR |
6/21/2024 |
Put |
Master data
WKN: |
SU9ADW |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
DT.TELEKOM AG NA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
32.00 EUR |
Maturity: |
6/21/2024 |
Issue date: |
2/13/2024 |
Last trading day: |
6/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-2.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.99 |
Intrinsic value: |
9.99 |
Implied volatility: |
0.78 |
Historic volatility: |
0.17 |
Parity: |
9.99 |
Time value: |
0.08 |
Break-even: |
21.93 |
Moneyness: |
1.45 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.03 |
Spread %: |
0.30% |
Delta: |
-0.91 |
Theta: |
-0.01 |
Omega: |
-1.99 |
Rho: |
-0.03 |
Quote data
Open: |
9.930 |
High: |
10.030 |
Low: |
9.880 |
Previous Close: |
10.000 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.50% |
1 Month |
|
|
-8.74% |
3 Months |
|
|
-3.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.280 |
9.920 |
1M High / 1M Low: |
11.120 |
9.920 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.050 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.376 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
25.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |