Soc. Generale Put 100 HEIA 20.09.2024
/ DE000SU776T0
Soc. Generale Put 100 HEIA 20.09..../ DE000SU776T0 /
| 2024-06-03 4:41:22 PM |
Chg.+0.050 |
Bid5:43:26 PM |
Ask5:43:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+5.62% |
0.930
Bid Size: 3,300 |
0.960
Ask Size: 3,300 |
Heineken NV |
100.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SU776T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.81 |
| Time value: |
0.08 |
| Break-even: |
91.10 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
-0.71 |
| Theta: |
-0.01 |
| Omega: |
-7.32 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.860 |
| High: |
0.960 |
| Low: |
0.860 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.29% |
| 1 Month |
|
|
-6.00% |
| 3 Months |
|
|
-39.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.700 |
| 1M High / 1M Low: |
1.090 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.779 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
