Soc. Generale Put 16 NVJP 20.06.2025
/ DE000SY0PAA7
Soc. Generale Put 16 NVJP 20.06.2.../ DE000SY0PAA7 /
| 2024-09-23 8:40:17 AM |
Chg.+0.59 |
Bid7:29:26 PM |
Ask7:29:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.79EUR |
+11.35% |
5.67
Bid Size: 750 |
5.79
Ask Size: 750 |
UMICORE S.A. |
16.00 EUR |
2025-06-20 |
Put |
Master data
| WKN: |
SY0PAA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
UMICORE S.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.49 |
| Intrinsic value: |
5.49 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.37 |
| Parity: |
5.49 |
| Time value: |
0.52 |
| Break-even: |
9.99 |
| Moneyness: |
1.52 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
0.67% |
| Delta: |
-0.68 |
| Theta: |
0.00 |
| Omega: |
-1.19 |
| Rho: |
-0.10 |
Quote data
| Open: |
5.79 |
| High: |
5.79 |
| Low: |
5.79 |
| Previous Close: |
5.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.17% |
| 1 Month |
|
|
+8.22% |
| 3 Months |
|
|
+82.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.96 |
5.20 |
| 1M High / 1M Low: |
6.38 |
4.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.60 |
| Avg. volume 1M: |
|
38.10 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
