Soc. Generale Put 600 SLHN 21.03.2025
/ DE000SU9ABG9
Soc. Generale Put 600 SLHN 21.03..../ DE000SU9ABG9 /
8/16/2024 11:46:25 AM |
Chg.-0.010 |
Bid5:30:05 PM |
Ask5:30:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
-5.00% |
0.170 Bid Size: 10,000 |
0.200 Ask Size: 10,000 |
SWISS LIFE HOLDING A... |
600.00 CHF |
3/21/2025 |
Put |
Master data
WKN: |
SU9ABG |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
600.00 CHF |
Maturity: |
3/21/2025 |
Issue date: |
2/13/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-34.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
-0.67 |
Time value: |
0.20 |
Break-even: |
606.72 |
Moneyness: |
0.90 |
Premium: |
0.13 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
5.26% |
Delta: |
-0.23 |
Theta: |
-0.08 |
Omega: |
-8.04 |
Rho: |
-1.07 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-24.00% |
1 Month |
|
|
+5.56% |
3 Months |
|
|
-44.12% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.190 |
1M High / 1M Low: |
0.350 |
0.170 |
6M High / 6M Low: |
0.570 |
0.170 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.212 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.220 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.348 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
177.05% |
Volatility 6M: |
|
117.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |