Soc. Generale Put 35 SGM 21.03.20.../  DE000SU79Z84  /

EUWAX
11/12/2024  9:43:04 AM Chg.+0.030 Bid1:45:11 PM Ask1:45:11 PM Underlying Strike price Expiration date Option type
1.000EUR +3.09% 0.930
Bid Size: 100,000
0.940
Ask Size: 100,000
STMICROELECTRONICS 35.00 EUR 3/21/2025 Put
 

Master data

WKN: SU79Z8
Issuer: Société Générale
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 35.00 EUR
Maturity: 3/21/2025
Issue date: 2/13/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -2.53
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.97
Implied volatility: 0.50
Historic volatility: 0.33
Parity: 0.97
Time value: 0.03
Break-even: 25.00
Moneyness: 1.39
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 1.01%
Delta: -0.82
Theta: -0.01
Omega: -2.07
Rho: -0.11
 

Quote data

Open: 1.000
High: 1.000
Low: 1.000
Previous Close: 0.970
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.41%
1 Month
  -0.99%
3 Months  
+16.28%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.080 0.970
1M High / 1M Low: 1.080 0.890
6M High / 6M Low: 1.080 0.210
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.976
Avg. volume 1M:   0.000
Avg. price 6M:   0.633
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.95%
Volatility 6M:   152.71%
Volatility 1Y:   -
Volatility 3Y:   -