Soc. Generale Put 120 JNJ 17.01.2025
/ DE000SU5N601
Soc. Generale Put 120 JNJ 17.01.2.../ DE000SU5N601 /
| 2024-05-17 8:29:25 AM |
Chg.-0.007 |
Bid10:09:05 AM |
Ask10:09:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.083EUR |
-7.78% |
0.082
Bid Size: 15,000 |
0.092
Ask Size: 15,000 |
JOHNSON + JOHNSON ... |
120.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
SU5N60 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
JOHNSON + JOHNSON DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-152.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
-2.20 |
| Time value: |
0.09 |
| Break-even: |
119.07 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
12.05% |
| Delta: |
-0.09 |
| Theta: |
-0.01 |
| Omega: |
-13.42 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.083 |
| High: |
0.083 |
| Low: |
0.083 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.55% |
| 1 Month |
|
|
-62.27% |
| 3 Months |
|
|
-30.83% |
| YTD |
|
|
-58.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.090 |
| 1M High / 1M Low: |
0.220 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-17 |
0.220 |
| Low (YTD): |
2024-03-13 |
0.082 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
