Soc. Generale Put 100 HEIA 20.12.2024
/ DE000SU776U8
Soc. Generale Put 100 HEIA 20.12..../ DE000SU776U8 /
2024-05-02 3:37:46 PM |
Chg.+0.080 |
Bid4:32:03 PM |
Ask4:32:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.120EUR |
+7.69% |
1.110 Bid Size: 20,000 |
1.120 Ask Size: 20,000 |
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: |
-8.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.87 |
Implied volatility: |
0.24 |
Historic volatility: |
0.18 |
Parity: |
0.87 |
Time value: |
0.20 |
Break-even: |
89.30 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.01 |
Spread %: |
0.94% |
Delta: |
-0.60 |
Theta: |
-0.01 |
Omega: |
-5.13 |
Rho: |
-0.42 |
Quote data
Open: |
1.030 |
High: |
1.130 |
Low: |
1.030 |
Previous Close: |
1.040 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
-12.50% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.060 |
0.980 |
1M High / 1M Low: |
1.450 |
0.980 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.030 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.267 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |