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Soc. Generale Put 60 SEDG 21.06.2.../  DE000SU2J7D2  /

Frankfurt Zert./SG
2024-05-28  9:45:30 PM Chg.-0.080 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
1.020EUR -7.27% 1.000
Bid Size: 3,000		 1.010
Ask Size: 3,000		 SolarEdge Technologi... 60.00 USD 2024-06-21 Put
 

Master data

WKN: SU2J7D
Issuer: Société Générale
Currency: EUR
Underlying: SolarEdge Technologies Inc
Type: Warrant
Option type: Put
Strike price: 60.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-21
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.84
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 1.10
Implied volatility: 0.76
Historic volatility: 0.61
Parity: 1.10
Time value: 0.05
Break-even: 43.74
Moneyness: 1.25
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.88%
Delta: -0.85
Theta: -0.04
Omega: -3.27
Rho: -0.03
 

Quote data

Open: 1.080
High: 1.120
Low: 1.020
Previous Close: 1.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month  
+18.60%
3 Months  
+36.00%
YTD  
+137.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.230 0.890
1M High / 1M Low: 1.230 0.740
6M High / 6M Low: 1.230 0.420
High (YTD): 2024-05-23 1.230
Low (YTD): 2024-04-09 0.470
52W High: - -
52W Low: - -
Avg. price 1W:   1.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.945
Avg. volume 1M:   526.550
Avg. price 6M:   0.712
Avg. volume 6M:   84.927
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.19%
Volatility 6M:   176.98%
Volatility 1Y:   -
Volatility 3Y:   -