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Soc. Generale Put 70 SEDG 21.06.2.../  DE000SU2J7E0  /

Frankfurt Zert./SG
2024-05-30  6:49:26 PM Chg.0.000 Bid7:36:53 PM Ask7:36:53 PM Underlying Strike price Expiration date Option type
1.920EUR 0.00% 1.860
Bid Size: 30,000		 1.880
Ask Size: 30,000		 SolarEdge Technologi... 70.00 USD 2024-06-21 Put
 

Master data

WKN: SU2J7E
Issuer: Société Générale
Currency: EUR
Underlying: SolarEdge Technologies Inc
Type: Warrant
Option type: Put
Strike price: 70.00 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: -2.19
Leverage: Yes

Calculated values

Fair value: 1.98
Intrinsic value: 1.98
Implied volatility: 1.19
Historic volatility: 0.61
Parity: 1.98
Time value: 0.07
Break-even: 44.31
Moneyness: 1.44
Premium: 0.01
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 1.49%
Delta: -0.86
Theta: -0.06
Omega: -1.90
Rho: -0.04
 

Quote data

Open: 1.930
High: 1.930
Low: 1.870
Previous Close: 1.920
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.13%
1 Month  
+31.51%
3 Months  
+62.71%
YTD  
+174.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.090 1.860
1M High / 1M Low: 2.090 1.320
6M High / 6M Low: 2.090 0.670
High (YTD): 2024-05-23 2.090
Low (YTD): 2024-01-02 0.790
52W High: - -
52W Low: - -
Avg. price 1W:   1.962
Avg. volume 1W:   0.000
Avg. price 1M:   1.726
Avg. volume 1M:   0.000
Avg. price 6M:   1.210
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.29%
Volatility 6M:   153.24%
Volatility 1Y:   -
Volatility 3Y:   -