Soc. Generale Put 100 HEIA 21.03.2025
/ DE000SU776V6
Soc. Generale Put 100 HEIA 21.03..../ DE000SU776V6 /
| 6/28/2024 9:42:08 PM |
Chg.+0.110 |
Bid9:56:43 PM |
Ask9:56:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
+10.38% |
1.160
Bid Size: 2,600 |
1.190
Ask Size: 2,600 |
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: |
-7.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
0.97 |
| Time value: |
0.20 |
| Break-even: |
88.30 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.86% |
| Delta: |
-0.60 |
| Theta: |
-0.01 |
| Omega: |
-4.67 |
| Rho: |
-0.48 |
Quote data
| Open: |
1.030 |
| High: |
1.170 |
| Low: |
1.030 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.39% |
| 1 Month |
|
|
+14.71% |
| 3 Months |
|
|
-7.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
0.920 |
| 1M High / 1M Low: |
1.170 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.949 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
