Soc. Generale Put 95 HEIA 20.06.2025
/ DE000SW997J1
Soc. Generale Put 95 HEIA 20.06.2.../ DE000SW997J1 /
| 05/09/2024 09:45:45 |
Chg.-0.09 |
Bid17:21:35 |
Ask17:21:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
-6.12% |
1.36
Bid Size: 30,000 |
1.37
Ask Size: 30,000 |
Heineken NV |
95.00 EUR |
20/06/2025 |
Put |
Master data
| WKN: |
SW997J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
1.35 |
| Time value: |
0.08 |
| Break-even: |
80.70 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
-0.67 |
| Theta: |
0.00 |
| Omega: |
-3.85 |
| Rho: |
-0.55 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.73% |
| 1 Month |
|
|
-8.61% |
| 3 Months |
|
|
+66.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.37 |
| 1M High / 1M Low: |
1.61 |
1.37 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
