Soc. Generale Put 20 FRE 19.12.2025
/ DE000SU525A1
Soc. Generale Put 20 FRE 19.12.20.../ DE000SU525A1 /
| 10/09/2024 09:07:58 |
Chg.+0.002 |
Bid10:09:46 |
Ask10:09:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
+5.41% |
0.037
Bid Size: 100,000 |
0.047
Ask Size: 100,000 |
FRESENIUS SE+CO.KGAA... |
20.00 - |
19/12/2025 |
Put |
Master data
| WKN: |
SU525A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
19/12/2025 |
| Issue date: |
20/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-70.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
-1.36 |
| Time value: |
0.05 |
| Break-even: |
19.52 |
| Moneyness: |
0.59 |
| Premium: |
0.42 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
26.32% |
| Delta: |
-0.06 |
| Theta: |
0.00 |
| Omega: |
-4.46 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.039 |
| High: |
0.039 |
| Low: |
0.039 |
| Previous Close: |
0.037 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
-45.83% |
| 3 Months |
|
|
-51.25% |
| YTD |
|
|
-72.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.030 |
| 1M High / 1M Low: |
0.069 |
0.030 |
| 6M High / 6M Low: |
0.180 |
0.030 |
| High (YTD): |
26/03/2024 |
0.180 |
| Low (YTD): |
03/09/2024 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.037 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.046 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.096 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.37% |
| Volatility 6M: |
|
115.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
