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

EUWAX
2024-05-30  8:11:52 AM Chg.+0.140 Bid5:28:04 PM Ask5:28:04 PM Underlying Strike price Expiration date Option type
1.120EUR +14.29% 1.050
Bid Size: 35,000		 1.060
Ask Size: 35,000		 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: -3.88
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 1.06
Implied volatility: 0.94
Historic volatility: 0.61
Parity: 1.06
Time value: 0.10
Break-even: 43.95
Moneyness: 1.24
Premium: 0.02
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 0.87%
Delta: -0.79
Theta: -0.06
Omega: -3.05
Rho: -0.03
 

Quote data

Open: 1.120
High: 1.120
Low: 1.120
Previous Close: 0.980
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.45%
1 Month  
+47.37%
3 Months  
+53.42%
YTD  
+166.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.170 0.770
1M High / 1M Low: 1.170 0.700
6M High / 6M Low: 1.170 0.420
High (YTD): 2024-05-24 1.170
Low (YTD): 2024-01-02 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   1.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.912
Avg. volume 1M:   0.000
Avg. price 6M:   0.701
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   269.74%
Volatility 6M:   198.34%
Volatility 1Y:   -
Volatility 3Y:   -