Soc. Generale Put 100 HEIA 20.12.2024
/ DE000SU776U8
Soc. Generale Put 100 HEIA 20.12..../ DE000SU776U8 /
2024-05-17 9:42:57 PM |
Chg.-0.070 |
Bid2024-05-17 |
Ask2024-05-17 |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
-8.97% |
- Bid Size: - |
- Ask Size: - |
Heineken NV |
100.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
SU776U |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-12 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-13.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.22 |
Historic volatility: |
0.18 |
Parity: |
0.35 |
Time value: |
0.38 |
Break-even: |
92.70 |
Moneyness: |
1.04 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
2.82% |
Delta: |
-0.50 |
Theta: |
-0.01 |
Omega: |
-6.55 |
Rho: |
-0.33 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.710 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-18.39% |
1 Month |
|
|
-47.01% |
3 Months |
|
|
-44.53% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.710 |
1M High / 1M Low: |
1.340 |
0.710 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.794 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.998 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.14% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |