Soc. Generale Put 30 NESTE 20.12.2024
/ DE000SU7UAD0
Soc. Generale Put 30 NESTE 20.12..../ DE000SU7UAD0 /
| 2024-05-30 8:56:45 AM |
Chg.+0.17 |
Bid10:08:52 AM |
Ask10:08:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.20EUR |
+8.37% |
2.21
Bid Size: 25,000 |
2.22
Ask Size: 25,000 |
Neste Corporation |
30.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SU7UAD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neste Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-1.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.39 |
| Parity: |
2.15 |
| Time value: |
0.07 |
| Break-even: |
18.90 |
| Moneyness: |
1.56 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.45% |
| Delta: |
-0.76 |
| Theta: |
0.00 |
| Omega: |
-1.33 |
| Rho: |
-0.14 |
Quote data
| Open: |
2.20 |
| High: |
2.20 |
| Low: |
2.20 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.80% |
| 1 Month |
|
|
+28.66% |
| 3 Months |
|
|
+76.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
2.00 |
| 1M High / 1M Low: |
2.19 |
1.56 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
