Soc. Generale Put 100 HEIA 21.03.2025
/ DE000SU776V6
Soc. Generale Put 100 HEIA 21.03..../ DE000SU776V6 /
| 7/17/2024 9:41:07 PM |
Chg.-0.060 |
Bid9:55:25 PM |
Ask9:55:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
-4.88% |
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: |
-7.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
1.14 |
| Time value: |
0.11 |
| Break-even: |
87.50 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
-0.66 |
| Theta: |
-0.01 |
| Omega: |
-4.67 |
| Rho: |
-0.48 |
Quote data
| Open: |
1.260 |
| High: |
1.260 |
| Low: |
1.130 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
+15.84% |
| 3 Months |
|
|
-14.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
1.140 |
| 1M High / 1M Low: |
1.240 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
