Soc. Generale Put 70 SAX 20.09.2024
/ DE000SY0N9X4
Soc. Generale Put 70 SAX 20.09.20.../ DE000SY0N9X4 /
| 2024-06-21 8:41:22 AM |
Chg.0.000 |
Bid10:41:13 AM |
Ask10:41:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
0.00% |
0.970
Bid Size: 4,000 |
1.000
Ask Size: 4,000 |
STROEER SE + CO. KGA... |
70.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
SY0N9X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
0.89 |
| Time value: |
0.10 |
| Break-even: |
60.10 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
3.13% |
| Delta: |
-0.73 |
| Theta: |
-0.01 |
| Omega: |
-4.52 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.940 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.968 |
| 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: |
|
- |
