Soc. Generale Put 120 EL 21.03.2025
/ DE000SU6QWN3
Soc. Generale Put 120 EL 21.03.20.../ DE000SU6QWN3 /
2024-09-25 9:20:55 AM |
Chg.-0.35 |
Bid7:27:59 PM |
Ask7:27:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.68EUR |
-11.55% |
2.79 Bid Size: 45,000 |
2.80 Ask Size: 45,000 |
Estee Lauder Compani... |
120.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
SU6QWN |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-01-08 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.57 |
Intrinsic value: |
2.50 |
Implied volatility: |
0.49 |
Historic volatility: |
0.39 |
Parity: |
2.50 |
Time value: |
0.26 |
Break-even: |
79.63 |
Moneyness: |
1.30 |
Premium: |
0.03 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.36% |
Delta: |
-0.71 |
Theta: |
-0.02 |
Omega: |
-2.12 |
Rho: |
-0.42 |
Quote data
Open: |
2.68 |
High: |
2.68 |
Low: |
2.68 |
Previous Close: |
3.03 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.84% |
1 Month |
|
|
-3.60% |
3 Months |
|
|
+67.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.18 |
2.84 |
1M High / 1M Low: |
3.27 |
2.57 |
6M High / 6M Low: |
3.29 |
0.90 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.00 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.92 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.93 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
63.34% |
Volatility 6M: |
|
96.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |