Soc. Generale Put 90 HEIA 20.12.2024
/ DE000SU9LN48
Soc. Generale Put 90 HEIA 20.12.2.../ DE000SU9LN48 /
| 9/17/2024 8:11:56 AM |
Chg.-0.020 |
Bid9:03:36 AM |
Ask9:03:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-2.47% |
0.810
Bid Size: 25,000 |
0.820
Ask Size: 25,000 |
Heineken NV |
90.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SU9LN4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
0.80 |
| Time value: |
0.03 |
| Break-even: |
81.70 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
-0.78 |
| Theta: |
-0.01 |
| Omega: |
-7.67 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.95% |
| 1 Month |
|
|
-22.55% |
| 3 Months |
|
|
+132.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.740 |
| 1M High / 1M Low: |
1.060 |
0.740 |
| 6M High / 6M Low: |
1.080 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.900 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.613 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.29% |
| Volatility 6M: |
|
157.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
