Soc. Generale Put 90 SEDG 20.12.2024
/ DE000SU6F134
Soc. Generale Put 90 SEDG 20.12.2.../ DE000SU6F134 /
5/30/2024 9:38:39 PM |
Chg.+0.010 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.960EUR |
+0.25% |
3.940 Bid Size: 3,000 |
3.950 Ask Size: 3,000 |
SolarEdge Technologi... |
90.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
SU6F13 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SolarEdge Technologies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/2/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.84 |
Intrinsic value: |
3.84 |
Implied volatility: |
0.87 |
Historic volatility: |
0.61 |
Parity: |
3.84 |
Time value: |
0.19 |
Break-even: |
43.02 |
Moneyness: |
1.85 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.25% |
Delta: |
-0.72 |
Theta: |
-0.02 |
Omega: |
-0.81 |
Rho: |
-0.41 |
Quote data
Open: |
4.000 |
High: |
4.000 |
Low: |
3.910 |
Previous Close: |
3.950 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.94% |
1 Month |
|
|
+13.79% |
3 Months |
|
|
+30.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.080 |
3.860 |
1M High / 1M Low: |
4.080 |
3.320 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.968 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.730 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |