Soc. Generale Put 500 ASME 21.03.2025
/ DE000SV2H4L2
Soc. Generale Put 500 ASME 21.03..../ DE000SV2H4L2 /
8/30/2024 9:46:50 PM |
Chg.-0.080 |
Bid9:57:53 PM |
Ask9:57:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
-12.90% |
0.520 Bid Size: 5,800 |
0.660 Ask Size: 5,800 |
ASML HOLDING EO -... |
500.00 EUR |
3/21/2025 |
Put |
Master data
WKN: |
SV2H4L |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
500.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
3/23/2023 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-135.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.34 |
Parity: |
-31.20 |
Time value: |
0.60 |
Break-even: |
494.00 |
Moneyness: |
0.62 |
Premium: |
0.39 |
Premium p.a.: |
0.82 |
Spread abs.: |
0.02 |
Spread %: |
3.45% |
Delta: |
-0.05 |
Theta: |
-0.06 |
Omega: |
-6.34 |
Rho: |
-0.24 |
Quote data
Open: |
0.580 |
High: |
0.650 |
Low: |
0.540 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-16.92% |
1 Month |
|
|
-10.00% |
3 Months |
|
|
-6.90% |
YTD |
|
|
-78.66% |
1 Year |
|
|
-87.70% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.700 |
0.540 |
1M High / 1M Low: |
1.710 |
0.510 |
6M High / 6M Low: |
1.710 |
0.270 |
High (YTD): |
1/5/2024 |
3.130 |
Low (YTD): |
7/12/2024 |
0.270 |
52W High: |
9/26/2023 |
5.950 |
52W Low: |
7/12/2024 |
0.270 |
Avg. price 1W: |
|
0.638 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.825 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.711 |
Avg. volume 6M: |
|
421.875 |
Avg. price 1Y: |
|
2.086 |
Avg. volume 1Y: |
|
211.765 |
Volatility 1M: |
|
458.33% |
Volatility 6M: |
|
258.35% |
Volatility 1Y: |
|
193.48% |
Volatility 3Y: |
|
- |