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Soc. Generale Put 4450 S&P 500 In.../  DE000SQ429Z9  /

Frankfurt Zert./SG
2024-07-22  9:42:11 PM Chg.-0.090 Bid9:59:07 PM Ask9:59:07 PM Underlying Strike price Expiration date Option type
0.950EUR -8.65% 0.960
Bid Size: 10,000		 0.980
Ask Size: 10,000		 - 4,450.00 - 2025-12-19 Put
 

Master data

WKN: SQ429Z
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 4,450.00 -
Maturity: 2025-12-19
Issue date: 2022-12-05
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -51.45
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.11
Parity: -10.55
Time value: 1.07
Break-even: 4,343.00
Moneyness: 0.81
Premium: 0.21
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 1.90%
Delta: -0.13
Theta: -0.22
Omega: -6.67
Rho: -11.58
 

Quote data

Open: 1.030
High: 1.030
Low: 0.950
Previous Close: 1.040
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.26%
1 Month
  -11.22%
3 Months
  -46.02%
YTD
  -61.07%
1 Year
  -69.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.900
1M High / 1M Low: 1.070 0.880
6M High / 6M Low: 2.230 0.880
High (YTD): 2024-01-04 2.660
Low (YTD): 2024-07-12 0.880
52W High: 2023-10-27 4.520
52W Low: 2024-07-12 0.880
Avg. price 1W:   0.972
Avg. volume 1W:   0.000
Avg. price 1M:   0.971
Avg. volume 1M:   0.000
Avg. price 6M:   1.469
Avg. volume 6M:   0.000
Avg. price 1Y:   2.343
Avg. volume 1Y:   0.000
Volatility 1M:   56.50%
Volatility 6M:   59.43%
Volatility 1Y:   56.30%
Volatility 3Y:   -