Soc. Generale Put 700 SLHN 20.06.2025
/ DE000SY2VEE5
Soc. Generale Put 700 SLHN 20.06..../ DE000SY2VEE5 /
| 11/12/2024 9:46:39 PM |
Chg.+0.050 |
Bid11/12/2024 |
Ask11/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+10.87% |
0.510
Bid Size: 5,900 |
0.570
Ask Size: 5,900 |
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: |
-14.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
-0.26 |
| Time value: |
0.52 |
| Break-even: |
693.90 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
13.04% |
| Delta: |
-0.37 |
| Theta: |
-0.13 |
| Omega: |
-5.43 |
| Rho: |
-2.01 |
Quote data
| Open: |
0.520 |
| High: |
0.540 |
| Low: |
0.500 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-7.27% |
| 3 Months |
|
|
-46.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.440 |
| 1M High / 1M Low: |
0.570 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.507 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
