Soc. Generale Put 90 HEIA 20.06.2025
/ DE000SW997H5
Soc. Generale Put 90 HEIA 20.06.2.../ DE000SW997H5 /
| 9/4/2024 9:46:37 PM |
Chg.-0.030 |
Bid9:58:55 PM |
Ask9:58:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
-2.83% |
1.020
Bid Size: 3,000 |
1.050
Ask Size: 3,000 |
Heineken NV |
90.00 EUR |
6/20/2025 |
Put |
Master data
| WKN: |
SW997H |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
0.86 |
| Time value: |
0.22 |
| Break-even: |
79.20 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
-0.59 |
| Theta: |
-0.01 |
| Omega: |
-4.41 |
| Rho: |
-0.46 |
Quote data
| Open: |
1.080 |
| High: |
1.090 |
| Low: |
1.030 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.00% |
| 1 Month |
|
|
+0.98% |
| 3 Months |
|
|
+71.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
1.000 |
| 1M High / 1M Low: |
1.180 |
1.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
