Soc. Generale Put 100 HEIA 20.09.2024
/ DE000SU776T0
Soc. Generale Put 100 HEIA 20.09..../ DE000SU776T0 /
| 9/4/2024 9:26:40 AM |
Chg.+0.06 |
Bid11:41:00 AM |
Ask11:41:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
+3.26% |
1.90
Bid Size: 20,000 |
1.92
Ask Size: 20,000 |
Heineken NV |
100.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
SU776T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
2/12/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.19 |
| Parity: |
1.86 |
| Time value: |
0.06 |
| Break-even: |
80.80 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.05% |
| Delta: |
-0.87 |
| Theta: |
-0.08 |
| Omega: |
-3.70 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.90 |
| High: |
1.90 |
| Low: |
1.90 |
| Previous Close: |
1.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.26% |
| 1 Month |
|
|
+1.60% |
| 3 Months |
|
|
+93.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.78 |
| 1M High / 1M Low: |
2.07 |
1.78 |
| 6M High / 6M Low: |
2.07 |
0.59 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.74% |
| Volatility 6M: |
|
125.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
