Soc. Generale Put 25 NESTE 20.12.2024
/ DE000SU75CA3
Soc. Generale Put 25 NESTE 20.12..../ DE000SU75CA3 /
| 5/28/2024 9:23:02 AM |
Chg.-0.03 |
Bid8:05:26 PM |
Ask8:05:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
-2.50% |
1.20
Bid Size: 10,000 |
1.23
Ask Size: 10,000 |
Neste Corporation |
25.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SU75CA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neste Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/9/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-3.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.39 |
| Parity: |
0.97 |
| Time value: |
0.19 |
| Break-even: |
19.20 |
| Moneyness: |
1.24 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.87% |
| Delta: |
-0.64 |
| Theta: |
0.00 |
| Omega: |
-2.22 |
| Rho: |
-0.11 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.31% |
| 1 Month |
|
|
+48.10% |
| 3 Months |
|
|
+101.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.19 |
| 1M High / 1M Low: |
1.33 |
0.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
