Soc. Generale Put 40 SGM 21.03.2025
/ DE000SU79Z92
Soc. Generale Put 40 SGM 21.03.20.../ DE000SU79Z92 /
| 11/12/2024 9:43:04 AM |
Chg.+0.03 |
Bid1:01:30 PM |
Ask1:01:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
+2.05% |
1.42
Bid Size: 90,000 |
1.43
Ask Size: 90,000 |
STMICROELECTRONICS |
40.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
SU79Z9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.33 |
| Parity: |
1.47 |
| Time value: |
0.01 |
| Break-even: |
25.20 |
| Moneyness: |
1.58 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
-0.87 |
| Theta: |
0.00 |
| Omega: |
-1.48 |
| Rho: |
-0.13 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.49 |
| Previous Close: |
1.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.10% |
| 1 Month |
|
|
+0.68% |
| 3 Months |
|
|
+13.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.46 |
| 1M High / 1M Low: |
1.57 |
1.35 |
| 6M High / 6M Low: |
1.57 |
0.38 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.10% |
| Volatility 6M: |
|
115.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
