Soc. Generale Put 80 HEIA 20.12.2024
/ DE000SU9LN22
Soc. Generale Put 80 HEIA 20.12.2.../ DE000SU9LN22 /
| 2024-09-24 9:44:06 PM |
Chg.+0.030 |
Bid9:50:56 PM |
Ask9:50:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+8.57% |
0.390
Bid Size: 7,700 |
0.420
Ask Size: 7,700 |
Heineken NV |
80.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SU9LN2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-21.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
0.15 |
| Time value: |
0.22 |
| Break-even: |
76.30 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
5.71% |
| Delta: |
-0.52 |
| Theta: |
-0.01 |
| Omega: |
-11.04 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.430 |
| High: |
0.450 |
| Low: |
0.370 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.15% |
| 1 Month |
|
|
+11.76% |
| 3 Months |
|
|
+171.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.260 |
| 1M High / 1M Low: |
0.350 |
0.200 |
| 6M High / 6M Low: |
0.400 |
0.100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.265 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.218 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.17% |
| Volatility 6M: |
|
223.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
