Soc. Generale Put 100 HEIA 21.03.2025
/ DE000SU776V6
Soc. Generale Put 100 HEIA 21.03..../ DE000SU776V6 /
10/18/2024 9:43:40 PM |
Chg.+0.020 |
Bid9:50:57 PM |
Ask9:50:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.170EUR |
+0.93% |
2.160 Bid Size: 2,000 |
2.190 Ask Size: 2,000 |
Heineken NV |
100.00 EUR |
3/21/2025 |
Put |
Master data
WKN: |
SU776V |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
2/12/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-3.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.17 |
Intrinsic value: |
2.17 |
Implied volatility: |
0.34 |
Historic volatility: |
0.19 |
Parity: |
2.17 |
Time value: |
0.01 |
Break-even: |
78.20 |
Moneyness: |
1.28 |
Premium: |
0.00 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.01 |
Spread %: |
0.46% |
Delta: |
-0.83 |
Theta: |
-0.01 |
Omega: |
-2.97 |
Rho: |
-0.36 |
Quote data
Open: |
2.200 |
High: |
2.200 |
Low: |
2.140 |
Previous Close: |
2.150 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.98% |
1 Month |
|
|
+5.85% |
3 Months |
|
|
+77.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.260 |
2.150 |
1M High / 1M Low: |
2.300 |
1.890 |
6M High / 6M Low: |
2.300 |
0.750 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.212 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.153 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.459 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.32% |
Volatility 6M: |
|
125.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |