Soc. Generale Put 75 HEIA 20.06.2025
/ DE000SW997E2
Soc. Generale Put 75 HEIA 20.06.2.../ DE000SW997E2 /
04/09/2024 09:28:48 |
Chg.+0.020 |
Bid17:30:04 |
Ask17:30:04 |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
+6.67% |
0.310 Bid Size: 9,700 |
0.320 Ask Size: 9,700 |
Heineken NV |
75.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
SW997E |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
13/05/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-24.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
-0.64 |
Time value: |
0.33 |
Break-even: |
71.70 |
Moneyness: |
0.92 |
Premium: |
0.12 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
3.13% |
Delta: |
-0.27 |
Theta: |
-0.01 |
Omega: |
-6.64 |
Rho: |
-0.20 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.300 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.23% |
1 Month |
|
|
+3.23% |
3 Months |
|
|
+60.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.300 |
1M High / 1M Low: |
0.390 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.306 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.347 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |