Soc. Generale Put 95 HEIA 20.12.2024
/ DE000SW9LLZ3
Soc. Generale Put 95 HEIA 20.12.2.../ DE000SW9LLZ3 /
9/19/2024 9:44:16 PM |
Chg.-0.050 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.380EUR |
-3.50% |
1.380 Bid Size: 2,200 |
1.480 Ask Size: 2,200 |
Heineken NV |
95.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
SW9LLZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
4/26/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.46 |
Intrinsic value: |
1.46 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
1.46 |
Time value: |
0.02 |
Break-even: |
80.20 |
Moneyness: |
1.18 |
Premium: |
0.00 |
Premium p.a.: |
0.01 |
Spread abs.: |
0.01 |
Spread %: |
0.68% |
Delta: |
-0.83 |
Theta: |
-0.01 |
Omega: |
-4.53 |
Rho: |
-0.21 |
Quote data
Open: |
1.330 |
High: |
1.420 |
Low: |
1.330 |
Previous Close: |
1.430 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+20.00% |
1 Month |
|
|
-9.80% |
3 Months |
|
|
+115.63% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.430 |
1.150 |
1M High / 1M Low: |
1.530 |
1.150 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.284 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.340 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |