Soc. Generale Put 700 SLHN 21.03.2025
/ DE000SY2VED7
Soc. Generale Put 700 SLHN 21.03..../ DE000SY2VED7 /
| 8/7/2024 4:45:03 PM |
Chg.-0.100 |
Bid5:19:51 PM |
Ask5:19:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-11.11% |
0.770
Bid Size: 50,000 |
0.850
Ask Size: 50,000 |
SWISS LIFE HOLDING A... |
700.00 CHF |
3/21/2025 |
Put |
Master data
| WKN: |
SY2VED |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
700.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
7/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.92 |
| Time value: |
0.04 |
| Break-even: |
656.10 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
-0.70 |
| Theta: |
-0.04 |
| Omega: |
-4.79 |
| Rho: |
-3.44 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.800 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.35% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.570 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.756 |
| 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: |
|
- |
