Soc. Generale Put 15 REP 21.03.2025
/ DE000SU9XLY3
Soc. Generale Put 15 REP 21.03.20.../ DE000SU9XLY3 /
6/18/2024 8:12:18 AM |
Chg.-0.01 |
Bid8:57:50 PM |
Ask8:57:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.82EUR |
-0.55% |
1.74 Bid Size: 1,800 |
1.81 Ask Size: 1,800 |
REPSOL S.A. INH. ... |
15.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
2/27/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.18 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.35 |
Historic volatility: |
0.20 |
Parity: |
0.71 |
Time value: |
1.18 |
Break-even: |
13.12 |
Moneyness: |
1.05 |
Premium: |
0.08 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
1.08% |
Delta: |
-0.47 |
Theta: |
0.00 |
Omega: |
-3.56 |
Rho: |
-0.06 |
Quote data
Open: |
1.82 |
High: |
1.82 |
Low: |
1.82 |
Previous Close: |
1.83 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.92% |
1 Month |
|
|
+6.43% |
3 Months |
|
|
+9.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.95 |
1.57 |
1M High / 1M Low: |
1.95 |
1.42 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.79 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.63 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.87% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |