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Index level: 47.585 as of 16/07/2021

Main characteristics

Bloomberg Code SGIXHLEU
Inception Date 20/08/2019
Return Type Excess Return
Currency EUR
Calculated By Solactive


The strategy is long of listed puts 3rd  bi-annual listed maturity (between 1y and 18 months) with a strike equal to 90% of the spot level on the Eurostoxx 50 and unwind 12-month later.

The execution is smoothed on a daily basis for 1/252 of the nominal.

The SGI European Hedging Leg Index is the exclusive property of Societe Generale. Societe Generale has signed a contract with Solactive AG wherein Solactive AG undertakes to calculate and maintain the Index. The Index is not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Level at any time or in any other respect.

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