Soc. Generale Put 80 SCHW 20.09.2024
/ DE000SY0APF6
Soc. Generale Put 80 SCHW 20.09.2.../ DE000SY0APF6 /
| 2024-06-14 10:05:21 AM |
Chg.+0.010 |
Bid11:38:22 AM |
Ask11:38:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+1.45% |
0.730
Bid Size: 5,000 |
0.830
Ask Size: 5,000 |
Charles Schwab Corpo... |
80.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SY0APF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 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: |
-9.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
0.62 |
| Time value: |
0.13 |
| Break-even: |
67.00 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-6.09 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.38% |
| 1 Month |
|
|
+14.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.640 |
| 1M High / 1M Low: |
0.890 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.646 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
