Soc. Generale Put 90 DIS 21.03.2025
/ DE000SU6QVM7
Soc. Generale Put 90 DIS 21.03.20.../ DE000SU6QVM7 /
| 15/08/2024 10:02:06 |
Chg.-0.050 |
Bid10:09:41 |
Ask10:09:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-6.10% |
0.770
Bid Size: 5,000 |
0.780
Ask Size: 5,000 |
Walt Disney Co |
90.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
SU6QVM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.34 |
| Time value: |
0.45 |
| Break-even: |
73.83 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
-0.49 |
| Theta: |
-0.01 |
| Omega: |
-4.87 |
| Rho: |
-0.28 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.41% |
| 1 Month |
|
|
+71.11% |
| 3 Months |
|
|
+108.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.820 |
| 1M High / 1M Low: |
0.870 |
0.400 |
| 6M High / 6M Low: |
0.870 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.411 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.97% |
| Volatility 6M: |
|
120.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
