Soc. Generale Put 5 BP/ 21.03.2025
/ DE000SU797R0
Soc. Generale Put 5 BP/ 21.03.202.../ DE000SU797R0 /
| 1/23/2025 9:50:09 PM |
Chg.-0.020 |
Bid1/23/2025 |
Ask1/23/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-2.06% |
0.950
Bid Size: 3,200 |
1.030
Ask Size: 3,200 |
BP PLC $0.25 |
5.00 GBP |
3/21/2025 |
Put |
Master data
| WKN: |
SU797R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 GBP |
| Maturity: |
3/21/2025 |
| Issue date: |
2/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.24 |
| Parity: |
0.91 |
| Time value: |
0.10 |
| Break-even: |
4.91 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.02% |
| Delta: |
-0.77 |
| Theta: |
0.00 |
| Omega: |
-3.80 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.940 |
| High: |
0.980 |
| Low: |
0.940 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.10% |
| 1 Month |
|
|
-33.10% |
| 3 Months |
|
|
-22.76% |
| YTD |
|
|
-31.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.840 |
| 1M High / 1M Low: |
1.420 |
0.840 |
| 6M High / 6M Low: |
1.560 |
0.750 |
| High (YTD): |
1/2/2025 |
1.190 |
| Low (YTD): |
1/17/2025 |
0.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.165 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.67% |
| Volatility 6M: |
|
86.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |