Soc. Generale Put 40 VZ 21.06.2024
/ DE000SU26J05
Soc. Generale Put 40 VZ 21.06.202.../ DE000SU26J05 /
| 2024-05-02 5:48:05 PM |
Chg.+0.030 |
Bid2024-05-02 |
Ask2024-05-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+27.27% |
0.140
Bid Size: 350,000 |
0.150
Ask Size: 350,000 |
Verizon Communicatio... |
40.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
SU26J0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-26.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.22 |
| Parity: |
0.07 |
| Time value: |
0.07 |
| Break-even: |
35.92 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
-0.56 |
| Theta: |
-0.01 |
| Omega: |
-14.73 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.120 |
| High: |
0.140 |
| Low: |
0.120 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
-60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.086 |
| 1M High / 1M Low: |
0.170 |
0.063 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-11 |
0.310 |
| Low (YTD): |
2024-04-03 |
0.063 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.109 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
331.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
