Soc. Generale Put 35 SGM 21.03.2025
/ DE000SU79Z84
Soc. Generale Put 35 SGM 21.03.20.../ DE000SU79Z84 /
| 06/09/2024 08:15:10 |
Chg.+0.040 |
Bid14:24:13 |
Ask14:24:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+4.71% |
0.910
Bid Size: 90,000 |
0.920
Ask Size: 90,000 |
STMICROELECTRONICS |
35.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
SU79Z8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
13/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.32 |
| Parity: |
0.84 |
| Time value: |
0.06 |
| Break-even: |
26.00 |
| Moneyness: |
1.31 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
-0.72 |
| Theta: |
0.00 |
| Omega: |
-2.14 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.92% |
| 1 Month |
|
|
+7.23% |
| 3 Months |
|
|
+286.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.700 |
| 1M High / 1M Low: |
0.920 |
0.700 |
| 6M High / 6M Low: |
0.960 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.768 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.799 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.404 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.41% |
| Volatility 6M: |
|
156.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
