Soc. Generale Put 30 SGM 21.03.2025
/ DE000SU79Z76
Soc. Generale Put 30 SGM 21.03.20.../ DE000SU79Z76 /
| 11/8/2024 9:42:58 PM |
Chg.+0.030 |
Bid9:58:27 PM |
Ask9:58:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+5.56% |
0.570
Bid Size: 9,000 |
0.590
Ask Size: 9,000 |
STMICROELECTRONICS |
30.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
SU79Z7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.33 |
| Parity: |
0.53 |
| Time value: |
0.06 |
| Break-even: |
24.10 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
-0.73 |
| Theta: |
-0.01 |
| Omega: |
-3.06 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.530 |
| High: |
0.600 |
| Low: |
0.530 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.72% |
| 1 Month |
|
|
+7.55% |
| 3 Months |
|
|
+16.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.540 |
| 1M High / 1M Low: |
0.640 |
0.460 |
| 6M High / 6M Low: |
0.640 |
0.100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.547 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.343 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.04% |
| Volatility 6M: |
|
170.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
