Soc. Generale Put 120 AMZN 17.01.2025
/ DE000SU0U615
Soc. Generale Put 120 AMZN 17.01..../ DE000SU0U615 /
| 2024-05-31 9:38:14 PM |
Chg.+0.020 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
+15.38% |
0.140
Bid Size: 40,000 |
0.150
Ask Size: 40,000 |
Amazon.com Inc |
120.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
SU0U61 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Amazon.com Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-108.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
-5.20 |
| Time value: |
0.15 |
| Break-even: |
109.11 |
| Moneyness: |
0.68 |
| Premium: |
0.33 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
-0.06 |
| Theta: |
-0.01 |
| Omega: |
-6.87 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.130 |
| High: |
0.150 |
| Low: |
0.130 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
-6.25% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
-73.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.120 |
| 1M High / 1M Low: |
0.160 |
0.120 |
| 6M High / 6M Low: |
0.740 |
0.120 |
| High (YTD): |
2024-01-05 |
0.680 |
| Low (YTD): |
2024-05-29 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.128 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.336 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.83% |
| Volatility 6M: |
|
110.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
