Soc. Generale Put 85 HEIA 20.12.2024
/ DE000SU9LN30
Soc. Generale Put 85 HEIA 20.12.2.../ DE000SU9LN30 /
| 2024-09-25 8:12:14 AM |
Chg.-0.030 |
Bid1:21:04 PM |
Ask1:21:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-3.80% |
0.750
Bid Size: 25,000 |
0.760
Ask Size: 25,000 |
Heineken NV |
85.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SU9LN3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.69 |
| Time value: |
0.07 |
| Break-even: |
77.40 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
-0.73 |
| Theta: |
-0.01 |
| Omega: |
-7.54 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.10% |
| 1 Month |
|
|
+22.58% |
| 3 Months |
|
|
+216.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.490 |
| 1M High / 1M Low: |
0.790 |
0.400 |
| 6M High / 6M Low: |
0.790 |
0.170 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.515 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.379 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.39% |
| Volatility 6M: |
|
174.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
