Soc. Generale Put 5 EZJ 21.03.2025
/ DE000SU79753
Soc. Generale Put 5 EZJ 21.03.202.../ DE000SU79753 /
| 2024-09-13 9:29:52 AM |
Chg.+0.010 |
Bid9:37:07 AM |
Ask9:37:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+1.45% |
0.700
Bid Size: 30,000 |
0.720
Ask Size: 30,000 |
Easyjet PLC ORD 27 2... |
5.00 GBP |
2025-03-21 |
Put |
Master data
| WKN: |
SU7975 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Easyjet PLC ORD 27 2/7P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.35 |
| Parity: |
0.17 |
| Time value: |
0.55 |
| Break-even: |
5.21 |
| Moneyness: |
1.03 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
2.86% |
| Delta: |
-0.46 |
| Theta: |
0.00 |
| Omega: |
-3.64 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.680 |
| High: |
0.700 |
| Low: |
0.680 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.89% |
| 1 Month |
|
|
-33.96% |
| 3 Months |
|
|
-27.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.690 |
| 1M High / 1M Low: |
1.080 |
0.690 |
| 6M High / 6M Low: |
1.150 |
0.590 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.724 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.855 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.852 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.74% |
| Volatility 6M: |
|
96.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
