Soc. Generale Put 3 RR/ 21.03.2025
/ DE000SU9ZKY0
Soc. Generale Put 3 RR/ 21.03.202.../ DE000SU9ZKY0 /
8/6/2024 8:45:25 AM |
Chg.+0.010 |
Bid9:14:57 AM |
Ask9:14:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+9.09% |
0.110 Bid Size: 90,000 |
0.130 Ask Size: 90,000 |
Rolls-Royce Holdings... |
3.00 GBP |
3/21/2025 |
Put |
Master data
WKN: |
SU9ZKY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.00 GBP |
Maturity: |
3/21/2025 |
Issue date: |
2/28/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-44.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.36 |
Parity: |
-1.85 |
Time value: |
0.12 |
Break-even: |
3.40 |
Moneyness: |
0.66 |
Premium: |
0.37 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.03 |
Spread %: |
26.32% |
Delta: |
-0.10 |
Theta: |
0.00 |
Omega: |
-4.35 |
Rho: |
0.00 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.110 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.69% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-45.45% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.084 |
1M High / 1M Low: |
0.140 |
0.084 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.107 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.121 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
192.13% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |