Soc. Generale Put 700 SLHN 20.06.2025
/ DE000SY2VEE5
Soc. Generale Put 700 SLHN 20.06..../ DE000SY2VEE5 /
9/2/2024 4:38:30 PM |
Chg.+0.010 |
Bid5:19:55 PM |
Ask5:19:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.730EUR |
+1.39% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
700.00 CHF |
6/20/2025 |
Put |
Master data
WKN: |
SY2VEE |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
700.00 CHF |
Maturity: |
6/20/2025 |
Issue date: |
7/9/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
0.22 |
Time value: |
0.55 |
Break-even: |
668.23 |
Moneyness: |
1.03 |
Premium: |
0.08 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
2.67% |
Delta: |
-0.45 |
Theta: |
-0.09 |
Omega: |
-4.21 |
Rho: |
-3.20 |
Quote data
Open: |
0.710 |
High: |
0.730 |
Low: |
0.710 |
Previous Close: |
0.720 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.19% |
1 Month |
|
|
-26.26% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.720 |
1M High / 1M Low: |
1.180 |
0.720 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.738 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.864 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |