Soc. Generale Put 100 HEIA 20.12.2024
/ DE000SU776U8
Soc. Generale Put 100 HEIA 20.12..../ DE000SU776U8 /
| 2024-06-03 9:52:00 AM |
Chg.+0.01 |
Bid1:43:22 PM |
Ask1:43:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
+1.00% |
1.01
Bid Size: 25,000 |
1.02
Ask Size: 25,000 |
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: |
-9.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.81 |
| Time value: |
0.15 |
| Break-even: |
90.40 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
-0.63 |
| Theta: |
-0.01 |
| Omega: |
-5.98 |
| Rho: |
-0.37 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.25% |
| 1 Month |
|
|
-5.61% |
| 3 Months |
|
|
-34.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.79 |
| 1M High / 1M Low: |
1.13 |
0.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
