Soc. Generale Put 45 SGM 21.03.2025
/ DE000SU790A1
Soc. Generale Put 45 SGM 21.03.20.../ DE000SU790A1 /
| 06/09/2024 08:14:49 |
Chg.+0.04 |
Bid12:56:21 |
Ask12:56:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.83EUR |
+2.23% |
1.87
Bid Size: 80,000 |
1.88
Ask Size: 80,000 |
STMICROELECTRONICS |
45.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
SU790A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
13/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.32 |
| Parity: |
1.84 |
| Time value: |
0.01 |
| Break-even: |
26.50 |
| Moneyness: |
1.69 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
-0.82 |
| Theta: |
0.00 |
| Omega: |
-1.18 |
| Rho: |
-0.22 |
Quote data
| Open: |
1.83 |
| High: |
1.83 |
| Low: |
1.83 |
| Previous Close: |
1.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.91% |
| 1 Month |
|
|
+6.40% |
| 3 Months |
|
|
+161.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.79 |
1.61 |
| 1M High / 1M Low: |
1.85 |
1.61 |
| 6M High / 6M Low: |
1.89 |
0.61 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.66% |
| Volatility 6M: |
|
107.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
