Soc. Generale Put 25 VAS 21.03.2025
/ DE000SU9BBW4
Soc. Generale Put 25 VAS 21.03.20.../ DE000SU9BBW4 /
| 2024-09-20 6:49:35 PM |
Chg.+0.040 |
Bid6:55:29 PM |
Ask6:55:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+10.26% |
0.440
Bid Size: 9,000 |
0.450
Ask Size: 9,000 |
VOESTALPINE AG |
25.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
SU9BBW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
0.32 |
| Time value: |
0.08 |
| Break-even: |
21.00 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
-0.63 |
| Theta: |
0.00 |
| Omega: |
-3.45 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.380 |
| High: |
0.440 |
| Low: |
0.380 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.42% |
| 1 Month |
|
|
+2.38% |
| 3 Months |
|
|
+65.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.390 |
| 1M High / 1M Low: |
0.500 |
0.370 |
| 6M High / 6M Low: |
0.500 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.304 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.11% |
| Volatility 6M: |
|
86.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
