Soc. Generale Put 90 SEDG 20.09.2024
/ DE000SU6F4C1
Soc. Generale Put 90 SEDG 20.09.2.../ DE000SU6F4C1 /
| 2024-05-30 8:00:48 PM |
Chg.-0.050 |
Bid8:35:24 PM |
Ask8:35:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.770EUR |
-1.31% |
3.790
Bid Size: 30,000 |
3.810
Ask Size: 30,000 |
SolarEdge Technologi... |
90.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SU6F4C |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SolarEdge Technologies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.84 |
| Intrinsic value: |
3.84 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.61 |
| Parity: |
3.84 |
| Time value: |
0.08 |
| Break-even: |
44.12 |
| Moneyness: |
1.85 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.51% |
| Delta: |
-0.82 |
| Theta: |
-0.02 |
| Omega: |
-0.94 |
| Rho: |
-0.24 |
Quote data
| Open: |
3.840 |
| High: |
3.840 |
| Low: |
3.770 |
| Previous Close: |
3.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.80% |
| 1 Month |
|
|
+16.00% |
| 3 Months |
|
|
+35.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.960 |
3.740 |
| 1M High / 1M Low: |
3.960 |
3.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.569 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
