Soc. Generale Put 125 AMZN 17.01.2025
/ DE000SU0U623
Soc. Generale Put 125 AMZN 17.01..../ DE000SU0U623 /
| 7/16/2024 8:44:07 AM |
Chg.-0.003 |
Bid9:15:14 AM |
Ask9:15:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
-3.37% |
0.088
Bid Size: 35,000 |
0.098
Ask Size: 35,000 |
Amazon.com Inc |
125.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
SU0U62 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Amazon.com Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
10/17/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-180.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
-6.21 |
| Time value: |
0.10 |
| Break-even: |
113.72 |
| Moneyness: |
0.65 |
| Premium: |
0.36 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
11.36% |
| Delta: |
-0.04 |
| Theta: |
-0.01 |
| Omega: |
-7.69 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.086 |
| High: |
0.086 |
| Low: |
0.086 |
| Previous Close: |
0.089 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.16% |
| 1 Month |
|
|
-33.85% |
| 3 Months |
|
|
-68.15% |
| YTD |
|
|
-86.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.089 |
0.076 |
| 1M High / 1M Low: |
0.130 |
0.076 |
| 6M High / 6M Low: |
0.660 |
0.076 |
| High (YTD): |
1/5/2024 |
0.800 |
| Low (YTD): |
7/10/2024 |
0.076 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.259 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.48% |
| Volatility 6M: |
|
126.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
