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: |
|
- |