Soc. Generale Put 14 WBA 21.03.2025
/ DE000SY0NY28
Soc. Generale Put 14 WBA 21.03.20.../ DE000SY0NY28 /
| 2024-06-20 6:54:24 PM |
Chg.+0.090 |
Bid7:39:47 PM |
Ask7:39:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.560EUR |
+6.12% |
1.580
Bid Size: 45,000 |
1.590
Ask Size: 45,000 |
Walgreens Boots Alli... |
14.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
SY0NY2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-21 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.36 |
| Parity: |
-1.96 |
| Time value: |
1.49 |
| Break-even: |
11.54 |
| Moneyness: |
0.87 |
| Premium: |
0.23 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
-0.28 |
| Theta: |
0.00 |
| Omega: |
-2.77 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.460 |
| High: |
1.600 |
| Low: |
1.450 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.820 |
1.470 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.644 |
| 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: |
|
- |
