Soc. Generale Put 50 DAL 21.03.2025
/ DE000SY0NSM9
Soc. Generale Put 50 DAL 21.03.20.../ DE000SY0NSM9 /
2024-06-25 1:24:14 PM |
Chg.+0.010 |
Bid2024-06-25 |
Ask2024-06-25 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+1.92% |
0.530 Bid Size: 10,000 |
0.550 Ask Size: 10,000 |
Delta Air Lines Inc |
50.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
SY0NSM |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Delta Air Lines Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-05-21 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.37 |
Historic volatility: |
0.27 |
Parity: |
0.06 |
Time value: |
0.48 |
Break-even: |
41.19 |
Moneyness: |
1.01 |
Premium: |
0.11 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
1.89% |
Delta: |
-0.42 |
Theta: |
-0.01 |
Omega: |
-3.57 |
Rho: |
-0.18 |
Quote data
Open: |
0.520 |
High: |
0.530 |
Low: |
0.520 |
Previous Close: |
0.520 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+20.45% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.520 |
1M High / 1M Low: |
0.580 |
0.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.528 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.504 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |