Soc. Generale Put 42 DSY 20.12.2024
/ DE000SU9LJA2
Soc. Generale Put 42 DSY 20.12.20.../ DE000SU9LJA2 /
| 11/19/2024 1:22:11 PM |
Chg.-0.03 |
Bid4:24:12 PM |
Ask4:24:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-2.86% |
1.01
Bid Size: 50,000 |
1.02
Ask Size: 50,000 |
Dassault Systemes SE |
42.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SU9LJA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Dassault Systemes SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.24 |
| Parity: |
1.03 |
| Time value: |
0.02 |
| Break-even: |
31.50 |
| Moneyness: |
1.32 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.96% |
| Delta: |
-0.88 |
| Theta: |
-0.02 |
| Omega: |
-2.67 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.02 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.68% |
| 1 Month |
|
|
+13.33% |
| 3 Months |
|
|
+30.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.93 |
| 1M High / 1M Low: |
1.06 |
0.86 |
| 6M High / 6M Low: |
1.06 |
0.43 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.87% |
| Volatility 6M: |
|
105.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
