Soc. Generale Put 140 JNJ 17.01.2025
/ DE000SU5N619
Soc. Generale Put 140 JNJ 17.01.2.../ DE000SU5N619 /
| 6/11/2024 11:08:33 AM |
Chg.0.000 |
Bid3:36:11 PM |
Ask3:36:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
0.00% |
0.420
Bid Size: 200,000 |
0.430
Ask Size: 200,000 |
JOHNSON + JOHNSON ... |
140.00 - |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
12/12/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-34.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.15 |
| Parity: |
0.33 |
| Time value: |
0.07 |
| Break-even: |
136.00 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
-0.50 |
| Theta: |
0.00 |
| Omega: |
-16.93 |
| Rho: |
-0.43 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.63% |
| 3 Months |
|
|
+44.44% |
| YTD |
|
|
-20.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.390 |
| 1M High / 1M Low: |
0.480 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
4/16/2024 |
0.630 |
| Low (YTD): |
3/12/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| 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: |
|
171.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
