Soc. Generale Put 100 HEIA 20.12.2024
/ DE000SU776U8
Soc. Generale Put 100 HEIA 20.12..../ DE000SU776U8 /
| 7/29/2024 10:07:59 AM |
Chg.- |
Bid7:49:04 AM |
Ask7:49:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.61EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Heineken NV |
100.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SU776U |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/12/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
0.93 |
| Time value: |
0.15 |
| Break-even: |
89.20 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
2.86% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-5.62 |
| Rho: |
-0.28 |
Quote data
| Open: |
1.56 |
| High: |
1.61 |
| Low: |
1.56 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.75% |
| 1 Month |
|
|
+57.84% |
| 3 Months |
|
|
+51.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.61 |
1.12 |
| 1M High / 1M Low: |
1.61 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
