Soc. Generale Put 80 SEDG 20.09.2024
/ DE000SU2Q916
Soc. Generale Put 80 SEDG 20.09.2.../ DE000SU2Q916 /
| 2024-05-30 8:55:21 AM |
Chg.+0.14 |
Bid7:36:53 PM |
Ask7:36:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.01EUR |
+4.88% |
2.90
Bid Size: 35,000 |
2.91
Ask Size: 35,000 |
SolarEdge Technologi... |
80.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SU2Q91 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SolarEdge Technologies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-23 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.91 |
| Intrinsic value: |
2.91 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.61 |
| Parity: |
2.91 |
| Time value: |
0.14 |
| Break-even: |
43.57 |
| Moneyness: |
1.65 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
-0.78 |
| Theta: |
-0.02 |
| Omega: |
-1.15 |
| Rho: |
-0.20 |
Quote data
| Open: |
3.01 |
| High: |
3.01 |
| Low: |
3.01 |
| Previous Close: |
2.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.33% |
| 1 Month |
|
|
+25.94% |
| 3 Months |
|
|
+39.35% |
| YTD |
|
|
+124.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.06 |
2.61 |
| 1M High / 1M Low: |
3.06 |
2.30 |
| 6M High / 6M Low: |
3.06 |
1.34 |
| High (YTD): |
2024-05-24 |
3.06 |
| Low (YTD): |
2024-01-02 |
1.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.38% |
| Volatility 6M: |
|
105.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
