Soc. Generale Put 25 ZAL 20.06.2025
/ DE000SW99AL0
Soc. Generale Put 25 ZAL 20.06.20.../ DE000SW99AL0 /
| 2024-06-13 4:09:37 PM |
Chg.+0.030 |
Bid4:41:09 PM |
Ask4:41:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+5.88% |
0.550
Bid Size: 125,000 |
0.560
Ask Size: 125,000 |
ZALANDO SE |
25.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
SW99AL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.48 |
| Parity: |
0.16 |
| Time value: |
0.37 |
| Break-even: |
19.70 |
| Moneyness: |
1.07 |
| Premium: |
0.16 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
-0.42 |
| Theta: |
0.00 |
| Omega: |
-1.84 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.480 |
| 1M High / 1M Low: |
0.540 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.492 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
