Soc. Generale Put 380 LIN 17.01.2025
/ DE000SV2TVY4
Soc. Generale Put 380 LIN 17.01.2.../ DE000SV2TVY4 /
2024-05-23 1:17:06 PM |
Chg.+0.020 |
Bid1:27:04 PM |
Ask1:27:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.780EUR |
+2.63% |
0.770 Bid Size: 3,900 |
0.790 Ask Size: 3,900 |
Linde plc |
380.00 USD |
2025-01-17 |
Put |
Master data
WKN: |
SV2TVY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Linde plc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
380.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2023-03-29 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-50.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.15 |
Parity: |
-5.06 |
Time value: |
0.80 |
Break-even: |
343.03 |
Moneyness: |
0.87 |
Premium: |
0.15 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.03 |
Spread %: |
3.90% |
Delta: |
-0.18 |
Theta: |
-0.03 |
Omega: |
-8.85 |
Rho: |
-0.52 |
Quote data
Open: |
0.760 |
High: |
0.790 |
Low: |
0.760 |
Previous Close: |
0.760 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-9.30% |
1 Month |
|
|
-20.41% |
3 Months |
|
|
-21.21% |
YTD |
|
|
-57.84% |
1 Year |
|
|
-84.71% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.760 |
1M High / 1M Low: |
1.300 |
0.760 |
6M High / 6M Low: |
2.270 |
0.660 |
High (YTD): |
2024-01-10 |
1.910 |
Low (YTD): |
2024-03-26 |
0.660 |
52W High: |
2023-05-30 |
5.140 |
52W Low: |
2024-03-26 |
0.660 |
Avg. price 1W: |
|
0.818 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.935 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.338 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.464 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
132.24% |
Volatility 6M: |
|
107.91% |
Volatility 1Y: |
|
91.16% |
Volatility 3Y: |
|
- |