Soc. Generale Put 700 SLHN 21.03.2025
/ DE000SY2VED7
Soc. Generale Put 700 SLHN 21.03..../ DE000SY2VED7 /
9/12/2024 8:11:21 AM |
Chg.-0.010 |
Bid3:10:55 PM |
Ask3:10:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
-2.38% |
0.430 Bid Size: 80,000 |
0.440 Ask Size: 80,000 |
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: |
-15.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.04 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
0.04 |
Time value: |
0.44 |
Break-even: |
697.88 |
Moneyness: |
1.01 |
Premium: |
0.06 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
2.13% |
Delta: |
-0.44 |
Theta: |
-0.10 |
Omega: |
-6.76 |
Rho: |
-1.94 |
Quote data
Open: |
0.410 |
High: |
0.410 |
Low: |
0.410 |
Previous Close: |
0.420 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.87% |
1 Month |
|
|
-42.25% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.420 |
1M High / 1M Low: |
0.710 |
0.420 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.436 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.519 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |