Soc. Generale Put 75 HEIA 20.12.2024
/ DE000SU9LN14
Soc. Generale Put 75 HEIA 20.12.2.../ DE000SU9LN14 /
7/30/2024 10:03:31 AM |
Chg.-0.020 |
Bid2:51:28 PM |
Ask2:51:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
-13.33% |
0.120 Bid Size: 60,000 |
0.130 Ask Size: 60,000 |
Heineken NV |
75.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
SU9LN1 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
2/20/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-54.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.19 |
Parity: |
-0.65 |
Time value: |
0.15 |
Break-even: |
73.50 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.01 |
Spread %: |
7.14% |
Delta: |
-0.22 |
Theta: |
-0.01 |
Omega: |
-11.88 |
Rho: |
-0.08 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.150 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+85.71% |
1 Month |
|
|
+49.43% |
3 Months |
|
|
+8.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.070 |
1M High / 1M Low: |
0.150 |
0.070 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.089 |
Avg. volume 1W: |
|
10,000 |
Avg. price 1M: |
|
0.085 |
Avg. volume 1M: |
|
2,380.952 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
426.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |