Soc. Generale Put 22 WBA 21.03.2025
/ DE000SU6QVJ3
Soc. Generale Put 22 WBA 21.03.20.../ DE000SU6QVJ3 /
| 2024-07-31 9:14:07 AM |
Chg.-0.020 |
Bid7:22:55 PM |
Ask7:22:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-2.11% |
0.950
Bid Size: 200,000 |
0.960
Ask Size: 200,000 |
Walgreens Boots Alli... |
22.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
SU6QVJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
22.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.41 |
| Parity: |
0.91 |
| Time value: |
0.04 |
| Break-even: |
10.84 |
| Moneyness: |
1.81 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
-0.73 |
| Theta: |
0.00 |
| Omega: |
-0.86 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.92% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+86.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.950 |
| 1M High / 1M Low: |
1.030 |
0.920 |
| 6M High / 6M Low: |
1.030 |
0.300 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.984 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.984 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.568 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.00% |
| Volatility 6M: |
|
105.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
