Soc. Generale Put 220 TRV 20.09.2024
/ DE000SY0AT38
Soc. Generale Put 220 TRV 20.09.2.../ DE000SY0AT38 /
2024-06-19 9:58:52 AM |
Chg.+0.01 |
Bid4:56:10 PM |
Ask4:56:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.42EUR |
+0.71% |
1.47 Bid Size: 2,100 |
1.74 Ask Size: 2,100 |
The Travelers Compan... |
220.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
SY0AT3 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
The Travelers Companies Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-05-13 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.21 |
Intrinsic value: |
1.07 |
Implied volatility: |
0.26 |
Historic volatility: |
0.17 |
Parity: |
1.07 |
Time value: |
0.47 |
Break-even: |
189.47 |
Moneyness: |
1.06 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
1.32% |
Delta: |
-0.61 |
Theta: |
-0.04 |
Omega: |
-7.66 |
Rho: |
-0.34 |
Quote data
Open: |
1.42 |
High: |
1.42 |
Low: |
1.42 |
Previous Close: |
1.41 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.40% |
1 Month |
|
|
+56.04% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.60 |
1.31 |
1M High / 1M Low: |
1.60 |
0.90 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.44 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.25 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
213.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |