Soc. Generale Put 90 WAF 21.06.2024
/ DE000SU2GPZ1
Soc. Generale Put 90 WAF 21.06.20.../ DE000SU2GPZ1 /
| 2024-05-31 9:51:36 PM |
Chg.-0.020 |
Bid9:55:07 PM |
Ask9:55:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.410EUR |
-1.40% |
1.400
Bid Size: 2,200 |
1.560
Ask Size: 2,200 |
SILTRONIC AG NA O.N. |
90.00 EUR |
2024-06-21 |
Put |
Master data
| WKN: |
SU2GPZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SILTRONIC AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.32 |
| Parity: |
1.49 |
| Time value: |
0.07 |
| Break-even: |
74.40 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.10 |
| Spread %: |
6.85% |
| Delta: |
-0.85 |
| Theta: |
-0.06 |
| Omega: |
-4.08 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.420 |
| High: |
1.610 |
| Low: |
1.410 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.02% |
| 1 Month |
|
|
-19.89% |
| 3 Months |
|
|
+48.42% |
| YTD |
|
|
+28.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.430 |
1.310 |
| 1M High / 1M Low: |
1.960 |
1.310 |
| 6M High / 6M Low: |
1.960 |
0.850 |
| High (YTD): |
2024-05-02 |
1.960 |
| Low (YTD): |
2024-02-12 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.505 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.194 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.78% |
| Volatility 6M: |
|
110.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
