Soc. Generale Put 95 HEIA 20.12.2024
/ DE000SW9LLZ3
Soc. Generale Put 95 HEIA 20.12.2.../ DE000SW9LLZ3 /
| 2024-07-29 10:41:44 AM |
Chg.+0.430 |
Bid5:30:12 PM |
Ask5:30:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
+59.72% |
1.340
Bid Size: 2,300 |
1.400
Ask Size: 2,300 |
Heineken NV |
95.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
SW9LLZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
0.43 |
| Time value: |
0.28 |
| Break-even: |
87.90 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
2.90% |
| Delta: |
-0.56 |
| Theta: |
-0.01 |
| Omega: |
-7.10 |
| Rho: |
-0.23 |
Quote data
| Open: |
1.140 |
| High: |
1.150 |
| Low: |
1.140 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.97% |
| 1 Month |
|
|
+69.12% |
| 3 Months |
|
|
+59.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.710 |
| 1M High / 1M Low: |
0.830 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.742 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.764 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
