Soc. Generale Put 85 HEIA 20.06.2025
/ DE000SW997G7
Soc. Generale Put 85 HEIA 20.06.2.../ DE000SW997G7 /
| 10/8/2024 9:38:25 AM |
Chg.+0.070 |
Bid2:50:02 PM |
Ask2:50:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+8.05% |
0.930
Bid Size: 30,000 |
0.940
Ask Size: 30,000 |
Heineken NV |
85.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
SW997G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.63 |
| Time value: |
0.24 |
| Break-even: |
76.30 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
1.16% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-5.17 |
| Rho: |
-0.38 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.05% |
| 1 Month |
|
|
+44.62% |
| 3 Months |
|
|
+118.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.810 |
| 1M High / 1M Low: |
0.950 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.856 |
| Avg. volume 1W: |
|
3,000 |
| Avg. price 1M: |
|
0.769 |
| Avg. volume 1M: |
|
714.286 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
