Soc. Generale Put 25 NESTE 20.09.2024
/ DE000SU515A2
Soc. Generale Put 25 NESTE 20.09..../ DE000SU515A2 /
| 2024-05-14 8:46:22 AM |
Chg.-0.030 |
Bid5:25:00 PM |
Ask5:25:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-4.62% |
0.680
Bid Size: 10,000 |
0.710
Ask Size: 10,000 |
Neste Corporation |
25.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SU515A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Neste Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-6.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.36 |
| Parity: |
0.50 |
| Time value: |
0.15 |
| Break-even: |
21.75 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
-0.63 |
| Theta: |
-0.01 |
| Omega: |
-4.33 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+113.79% |
| 3 Months |
|
|
+67.57% |
| YTD |
|
|
+195.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.620 |
| 1M High / 1M Low: |
0.800 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-02 |
0.800 |
| Low (YTD): |
2024-01-29 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.566 |
| Avg. volume 1M: |
|
937.500 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
