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: |
|
- |