Soc. Generale Put 100 DIS 17.01.2025
/ DE000SU2V7W6
Soc. Generale Put 100 DIS 17.01.2.../ DE000SU2V7W6 /
2024-09-25 9:47:53 PM |
Chg.-0.010 |
Bid9:59:17 PM |
Ask9:59:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
-1.23% |
0.800 Bid Size: 4,000 |
0.810 Ask Size: 4,000 |
Walt Disney Co |
100.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
SU2V7W |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Walt Disney Co |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-11-28 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-10.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.56 |
Implied volatility: |
0.28 |
Historic volatility: |
0.23 |
Parity: |
0.56 |
Time value: |
0.25 |
Break-even: |
81.26 |
Moneyness: |
1.07 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.25% |
Delta: |
-0.61 |
Theta: |
-0.02 |
Omega: |
-6.26 |
Rho: |
-0.18 |
Quote data
Open: |
0.790 |
High: |
0.810 |
Low: |
0.780 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.76% |
1 Month |
|
|
-20.00% |
3 Months |
|
|
+37.93% |
YTD |
|
|
-36.51% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.810 |
1M High / 1M Low: |
1.210 |
0.810 |
6M High / 6M Low: |
1.410 |
0.310 |
High (YTD): |
2024-08-09 |
1.410 |
Low (YTD): |
2024-04-02 |
0.310 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.834 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.025 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.754 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.49% |
Volatility 6M: |
|
133.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |