Soc. Generale Put 6350 S&P 500 Index 21.03.2025
/ DE000SJ1E2G5
Soc. Generale Put 6350 S&P 500 In.../ DE000SJ1E2G5 /
| 15/11/2024 13:02:40 |
Chg.+0.200 |
Bid13:12:03 |
Ask13:12:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.630EUR |
+5.83% |
3.620
Bid Size: 100,000 |
3.630
Ask Size: 100,000 |
- |
6,350.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
SJ1E2G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
6,350.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
18/10/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-16.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.61 |
| Intrinsic value: |
3.81 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.11 |
| Parity: |
3.81 |
| Time value: |
-0.35 |
| Break-even: |
5,684.59 |
| Moneyness: |
1.07 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.29% |
| Delta: |
-0.82 |
| Theta: |
0.10 |
| Omega: |
-13.46 |
| Rho: |
-17.28 |
Quote data
| Open: |
3.660 |
| High: |
3.700 |
| Low: |
3.630 |
| Previous Close: |
3.430 |
| Turnover: |
550.500 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.87% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.430 |
3.120 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
