Soc. Generale Put 200 SEJ1 20.12.2024
/ DE000SU9XL95
Soc. Generale Put 200 SEJ1 20.12..../ DE000SU9XL95 /
2024-06-07 9:37:14 PM |
Chg.+0.050 |
Bid9:57:47 PM |
Ask9:57:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.060EUR |
+4.95% |
1.050 Bid Size: 3,000 |
1.090 Ask Size: 3,000 |
SAFRAN INH. EO... |
200.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
SU9XL9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SAFRAN INH. EO -,20 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
200.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-27 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-20.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.17 |
Parity: |
-1.09 |
Time value: |
1.04 |
Break-even: |
189.60 |
Moneyness: |
0.95 |
Premium: |
0.10 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.02 |
Spread %: |
1.96% |
Delta: |
-0.32 |
Theta: |
-0.03 |
Omega: |
-6.58 |
Rho: |
-0.42 |
Quote data
Open: |
1.010 |
High: |
1.080 |
Low: |
0.990 |
Previous Close: |
1.010 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+20.45% |
1 Month |
|
|
-6.19% |
3 Months |
|
|
-43.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.060 |
0.880 |
1M High / 1M Low: |
1.200 |
0.800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.976 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.002 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |