Soc. Generale Put 60 SEDG 20.12.2024
/ DE000SU27364
Soc. Generale Put 60 SEDG 20.12.2.../ DE000SU27364 /
| 2024-05-30 7:27:18 PM |
Chg.-0.060 |
Bid7:30:03 PM |
Ask7:30:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
-3.55% |
1.640
Bid Size: 60,000 |
1.650
Ask Size: 60,000 |
SolarEdge Technologi... |
60.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
SU2736 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SolarEdge Technologies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.61 |
| Parity: |
1.06 |
| Time value: |
0.68 |
| Break-even: |
38.15 |
| Moneyness: |
1.24 |
| Premium: |
0.15 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
-0.50 |
| Theta: |
-0.02 |
| Omega: |
-1.29 |
| Rho: |
-0.22 |
Quote data
| Open: |
1.720 |
| High: |
1.720 |
| Low: |
1.600 |
| Previous Close: |
1.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.39% |
| 1 Month |
|
|
+10.88% |
| 3 Months |
|
|
+30.40% |
| YTD |
|
|
+98.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.760 |
1.640 |
| 1M High / 1M Low: |
1.760 |
1.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-23 |
1.760 |
| Low (YTD): |
2024-01-02 |
0.890 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.568 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
