Soc. Generale Put 15 ENI 20.03.2025
/ DE000SU74VC2
Soc. Generale Put 15 ENI 20.03.20.../ DE000SU74VC2 /
8/8/2024 4:45:35 PM |
Chg.-0.030 |
Bid5:12:04 PM |
Ask5:12:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.490EUR |
-1.97% |
1.490 Bid Size: 25,000 |
1.510 Ask Size: 25,000 |
ENI S.P.A. |
15.00 EUR |
3/20/2025 |
Put |
Master data
WKN: |
SU74VC |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ENI S.P.A. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
3/20/2025 |
Issue date: |
2/9/2024 |
Last trading day: |
3/19/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.04 |
Intrinsic value: |
0.78 |
Implied volatility: |
0.30 |
Historic volatility: |
0.18 |
Parity: |
0.78 |
Time value: |
0.80 |
Break-even: |
13.42 |
Moneyness: |
1.06 |
Premium: |
0.06 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
1.28% |
Delta: |
-0.51 |
Theta: |
0.00 |
Omega: |
-4.57 |
Rho: |
-0.05 |
Quote data
Open: |
1.530 |
High: |
1.570 |
Low: |
1.490 |
Previous Close: |
1.520 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+18.25% |
1 Month |
|
|
+8.76% |
3 Months |
|
|
+17.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.740 |
1.260 |
1M High / 1M Low: |
1.740 |
1.110 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.528 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.437 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |