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Soc. Generale Put 90 WAF 21.06.20.../  DE000SU2GPZ1  /

Frankfurt Zert./SG
2024-06-06  12:22:24 PM Chg.+0.010 Bid12:34:25 PM Ask12:34:25 PM Underlying Strike price Expiration date Option type
1.590EUR +0.63% 1.600
Bid Size: 2,000		 1.690
Ask Size: 2,000		 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: -4.33
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 1.69
Implied volatility: 0.60
Historic volatility: 0.32
Parity: 1.69
Time value: 0.01
Break-even: 73.10
Moneyness: 1.23
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.09
Spread %: 5.63%
Delta: -0.95
Theta: -0.02
Omega: -4.10
Rho: -0.04
 

Quote data

Open: 1.520
High: 1.590
Low: 1.520
Previous Close: 1.580
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.19%
1 Month  
+6.71%
3 Months  
+37.07%
YTD  
+44.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.680 1.410
1M High / 1M Low: 1.680 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:   1.530
Avg. volume 1W:   0.000
Avg. price 1M:   1.494
Avg. volume 1M:   0.000
Avg. price 6M:   1.199
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.78%
Volatility 6M:   112.07%
Volatility 1Y:   -
Volatility 3Y:   -