Soc. Generale Put 80 SEDG 21.06.2024
/ DE000SU2J7F7
Soc. Generale Put 80 SEDG 21.06.2.../ DE000SU2J7F7 /
| 2024-05-30 8:11:52 AM |
Chg.+0.18 |
Bid6:56:17 PM |
Ask6:56:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.83EUR |
+6.79% |
2.80
Bid Size: 30,000 |
2.83
Ask Size: 30,000 |
SolarEdge Technologi... |
80.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
SU2J7F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SolarEdge Technologies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 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: |
-1.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.91 |
| Intrinsic value: |
2.91 |
| Implied volatility: |
1.41 |
| Historic volatility: |
0.61 |
| Parity: |
2.91 |
| Time value: |
0.05 |
| Break-even: |
44.47 |
| Moneyness: |
1.65 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
1.02% |
| Delta: |
-0.90 |
| Theta: |
-0.06 |
| Omega: |
-1.36 |
| Rho: |
-0.04 |
Quote data
| Open: |
2.83 |
| High: |
2.83 |
| Low: |
2.83 |
| Previous Close: |
2.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.92% |
| 1 Month |
|
|
+36.06% |
| 3 Months |
|
|
+53.80% |
| YTD |
|
|
+174.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.90 |
2.36 |
| 1M High / 1M Low: |
2.90 |
1.99 |
| 6M High / 6M Low: |
2.90 |
1.00 |
| High (YTD): |
2024-05-24 |
2.90 |
| Low (YTD): |
2024-01-02 |
1.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.32% |
| Volatility 6M: |
|
140.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
