Soc. Generale Put 140 JNJ 17.01.2025
/ DE000SU5N619
Soc. Generale Put 140 JNJ 17.01.2.../ DE000SU5N619 /
| 2024-06-10 9:49:34 PM |
Chg.0.000 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
0.00% |
0.390
Bid Size: 15,000 |
0.400
Ask Size: 15,000 |
JOHNSON + JOHNSON ... |
140.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
SU5N61 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
JOHNSON + JOHNSON DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-34.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.15 |
| Parity: |
0.35 |
| Time value: |
0.05 |
| Break-even: |
136.00 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
-0.51 |
| Theta: |
0.00 |
| Omega: |
-17.24 |
| Rho: |
-0.44 |
Quote data
| Open: |
0.400 |
| High: |
0.420 |
| Low: |
0.390 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
+2.63% |
| 3 Months |
|
|
+30.00% |
| YTD |
|
|
-20.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.380 |
| 1M High / 1M Low: |
0.480 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-16 |
0.630 |
| Low (YTD): |
2024-03-12 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.370 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
