Soc. Generale Put 90 SEDG 21.06.2024
/ DE000SU6FZS8
Soc. Generale Put 90 SEDG 21.06.2.../ DE000SU6FZS8 /
| 2024-05-30 4:50:16 PM |
Chg.-0.010 |
Bid5:24:58 PM |
Ask5:24:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.760EUR |
-0.27% |
3.730
Bid Size: 25,000 |
3.760
Ask Size: 25,000 |
SolarEdge Technologi... |
90.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
SU6FZS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SolarEdge Technologies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.84 |
| Intrinsic value: |
3.84 |
| Implied volatility: |
1.67 |
| Historic volatility: |
0.61 |
| Parity: |
3.84 |
| Time value: |
0.05 |
| Break-even: |
44.42 |
| Moneyness: |
1.85 |
| Premium: |
0.01 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
0.78% |
| Delta: |
-0.90 |
| Theta: |
-0.06 |
| Omega: |
-1.04 |
| Rho: |
-0.05 |
Quote data
| Open: |
3.750 |
| High: |
3.760 |
| Low: |
3.700 |
| Previous Close: |
3.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.08% |
| 1 Month |
|
|
+23.28% |
| 3 Months |
|
|
+51.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.920 |
3.680 |
| 1M High / 1M Low: |
3.920 |
2.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.788 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.462 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
