Soc. Generale Put 120 EL 21.03.2025
/ DE000SU6QWN3
Soc. Generale Put 120 EL 21.03.20.../ DE000SU6QWN3 /
| 16/07/2024 20:20:43 |
Chg.+0.020 |
Bid21:06:02 |
Ask21:06:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.420EUR |
+0.83% |
2.430
Bid Size: 45,000 |
2.440
Ask Size: 45,000 |
Estee Lauder Compani... |
120.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
SU6QWN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.39 |
| Parity: |
1.74 |
| Time value: |
0.67 |
| Break-even: |
86.01 |
| Moneyness: |
1.19 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.42% |
| Delta: |
-0.57 |
| Theta: |
-0.02 |
| Omega: |
-2.19 |
| Rho: |
-0.52 |
Quote data
| Open: |
2.340 |
| High: |
2.420 |
| Low: |
2.320 |
| Previous Close: |
2.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.01% |
| 1 Month |
|
|
+38.29% |
| 3 Months |
|
|
+90.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.400 |
2.220 |
| 1M High / 1M Low: |
2.400 |
1.630 |
| 6M High / 6M Low: |
2.400 |
0.870 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.008 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.377 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.37% |
| Volatility 6M: |
|
98.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
