Soc. Generale Put 15 ENI 19.12.2024
/ DE000SU1N4U8
Soc. Generale Put 15 ENI 19.12.20.../ DE000SU1N4U8 /
8/16/2024 11:41:10 AM |
Chg.-0.060 |
Bid9:55:21 PM |
Ask9:55:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.170EUR |
-4.88% |
1.150 Bid Size: 2,700 |
1.200 Ask Size: 2,700 |
ENI S.P.A. |
15.00 EUR |
12/19/2024 |
Put |
Master data
WKN: |
SU1N4U |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
12/19/2024 |
Issue date: |
11/3/2023 |
Last trading day: |
12/18/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-12.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.87 |
Intrinsic value: |
0.67 |
Implied volatility: |
0.27 |
Historic volatility: |
0.17 |
Parity: |
0.67 |
Time value: |
0.52 |
Break-even: |
13.81 |
Moneyness: |
1.05 |
Premium: |
0.04 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
0.85% |
Delta: |
-0.55 |
Theta: |
0.00 |
Omega: |
-6.65 |
Rho: |
-0.03 |
Quote data
Open: |
1.170 |
High: |
1.170 |
Low: |
1.170 |
Previous Close: |
1.230 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.00% |
1 Month |
|
|
-19.86% |
3 Months |
|
|
+3.54% |
YTD |
|
|
-4.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.300 |
1.200 |
1M High / 1M Low: |
1.650 |
0.980 |
6M High / 6M Low: |
1.870 |
0.920 |
High (YTD): |
6/14/2024 |
1.870 |
Low (YTD): |
4/12/2024 |
0.920 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.252 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.315 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.305 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.92% |
Volatility 6M: |
|
114.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |