Soc. Generale Put 240 TRV 20.09.2024
/ DE000SY0AT46
Soc. Generale Put 240 TRV 20.09.2.../ DE000SY0AT46 /
| 2024-06-18 9:57:25 AM |
Chg.-0.22 |
Bid9:25:03 PM |
Ask9:25:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.78EUR |
-7.33% |
2.97
Bid Size: 20,000 |
3.00
Ask Size: 20,000 |
The Travelers Compan... |
240.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SY0AT4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 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: |
-6.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.97 |
| Intrinsic value: |
2.97 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
2.97 |
| Time value: |
0.08 |
| Break-even: |
192.97 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.04 |
| Spread %: |
1.33% |
| Delta: |
-0.80 |
| Theta: |
-0.02 |
| Omega: |
-5.10 |
| Rho: |
-0.48 |
Quote data
| Open: |
2.78 |
| High: |
2.78 |
| Low: |
2.78 |
| Previous Close: |
3.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.47% |
| 1 Month |
|
|
+38.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.00 |
2.45 |
| 1M High / 1M Low: |
3.00 |
2.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
