Soc. Generale Put 15 ENI 19.12.2024
/ DE000SU1N4U8
Soc. Generale Put 15 ENI 19.12.20.../ DE000SU1N4U8 /
| 2024-05-24 9:17:45 AM |
Chg.+0.04 |
Bid1:07:35 PM |
Ask1:07:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
+3.17% |
1.28
Bid Size: 25,000 |
1.30
Ask Size: 25,000 |
ENI S.P.A. |
15.00 EUR |
2024-12-19 |
Put |
Master data
| WKN: |
SU1N4U |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-12-19 |
| Issue date: |
2023-11-03 |
| Last trading day: |
2024-12-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
0.51 |
| Time value: |
0.77 |
| Break-even: |
13.72 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.59% |
| Delta: |
-0.48 |
| Theta: |
0.00 |
| Omega: |
-5.49 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.30 |
| High: |
1.30 |
| Low: |
1.30 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.04% |
| 1 Month |
|
|
+34.02% |
| 3 Months |
|
|
-23.53% |
| YTD |
|
|
+4.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.03 |
| 1M High / 1M Low: |
1.27 |
0.97 |
| 6M High / 6M Low: |
1.81 |
0.88 |
| High (YTD): |
2024-02-21 |
1.81 |
| Low (YTD): |
2024-04-09 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.19% |
| Volatility 6M: |
|
105.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
