Soc. Generale Put 15 REP 21.03.2025
/ DE000SU9XLY3
Soc. Generale Put 15 REP 21.03.20.../ DE000SU9XLY3 /
20/09/2024 09:56:55 |
Chg.+0.07 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
3.49EUR |
+2.05% |
- Bid Size: - |
- Ask Size: - |
REPSOL S.A. INH. ... |
15.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
SU9XLY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
REPSOL S.A. INH. EO 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
27/02/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.15 |
Intrinsic value: |
3.15 |
Implied volatility: |
0.46 |
Historic volatility: |
0.20 |
Parity: |
3.15 |
Time value: |
0.38 |
Break-even: |
11.47 |
Moneyness: |
1.27 |
Premium: |
0.03 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.16 |
Spread %: |
4.75% |
Delta: |
-0.70 |
Theta: |
0.00 |
Omega: |
-2.34 |
Rho: |
-0.06 |
Quote data
Open: |
3.53 |
High: |
3.53 |
Low: |
3.49 |
Previous Close: |
3.42 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.87% |
1 Month |
|
|
+33.21% |
3 Months |
|
|
+116.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.58 |
3.42 |
1M High / 1M Low: |
3.62 |
2.62 |
6M High / 6M Low: |
3.62 |
1.18 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.49 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.12 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.04 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.03% |
Volatility 6M: |
|
88.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |