Soc. Generale Put 110 MRVL 21.02.2025
/ DE000SJ71DR7
Soc. Generale Put 110 MRVL 21.02..../ DE000SJ71DR7 /
| 1/24/2025 9:02:46 AM |
Chg.-0.030 |
Bid10:05:02 PM |
Ask10:05:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-18.75% |
-
Bid Size: - |
-
Ask Size: - |
Marvell Technology I... |
110.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
SJ71DR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Marvell Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
1/3/2025 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-78.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.53 |
| Parity: |
-1.34 |
| Time value: |
0.15 |
| Break-even: |
103.31 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
3.96 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
-0.17 |
| Theta: |
-0.07 |
| Omega: |
-13.08 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.57% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.130 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |