Soc. Generale Put 15 ENI 19.12.2024
/ DE000SU1N4U8
Soc. Generale Put 15 ENI 19.12.20.../ DE000SU1N4U8 /
| 2024-07-25 9:13:51 AM |
Chg.+0.05 |
Bid9:18:29 PM |
Ask9:18:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.57EUR |
+3.29% |
1.46
Bid Size: 2,100 |
1.56
Ask Size: 2,100 |
ENI S.P.A. |
15.00 EUR |
2024-12-19 |
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: |
2024-12-19 |
| Issue date: |
2023-11-03 |
| Last trading day: |
2024-12-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
0.94 |
| Time value: |
0.59 |
| Break-even: |
13.47 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
3.38% |
| Delta: |
-0.56 |
| Theta: |
0.00 |
| Omega: |
-5.17 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.57 |
| High: |
1.57 |
| Low: |
1.57 |
| Previous Close: |
1.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.60% |
| 1 Month |
|
|
+17.16% |
| 3 Months |
|
|
+49.52% |
| YTD |
|
|
+25.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.26 |
| 1M High / 1M Low: |
1.52 |
1.09 |
| 6M High / 6M Low: |
1.81 |
0.88 |
| High (YTD): |
2024-06-17 |
1.81 |
| Low (YTD): |
2024-04-09 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.86% |
| Volatility 6M: |
|
119.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
