Soc. Generale Put 40 DHL 21.03.2025
/ DE000SV2JAD3
Soc. Generale Put 40 DHL 21.03.20.../ DE000SV2JAD3 /
06/09/2024 21:39:10 |
Chg.+0.040 |
Bid06/09/2024 |
Ask06/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
+14.81% |
0.310 Bid Size: 10,000 |
0.320 Ask Size: 10,000 |
DEUTSCHE POST AG NA ... |
40.00 EUR |
21/03/2025 |
Put |
Master data
WKN: |
SV2JAD |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
DEUTSCHE POST AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
23/03/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-12.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.15 |
Implied volatility: |
0.25 |
Historic volatility: |
0.21 |
Parity: |
0.15 |
Time value: |
0.17 |
Break-even: |
36.80 |
Moneyness: |
1.04 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
3.23% |
Delta: |
-0.51 |
Theta: |
0.00 |
Omega: |
-6.11 |
Rho: |
-0.12 |
Quote data
Open: |
0.280 |
High: |
0.310 |
Low: |
0.280 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+24.00% |
1 Month |
|
|
-22.50% |
3 Months |
|
|
+14.81% |
YTD |
|
|
+19.23% |
1 Year |
|
|
-24.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.230 |
1M High / 1M Low: |
0.450 |
0.230 |
6M High / 6M Low: |
0.460 |
0.210 |
High (YTD): |
25/04/2024 |
0.460 |
Low (YTD): |
31/07/2024 |
0.210 |
52W High: |
26/10/2023 |
0.640 |
52W Low: |
31/07/2024 |
0.210 |
Avg. price 1W: |
|
0.268 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.333 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.336 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.350 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
121.78% |
Volatility 6M: |
|
126.28% |
Volatility 1Y: |
|
112.94% |
Volatility 3Y: |
|
- |