Soc. Generale Put 10 NVJP 20.12.2024
/ DE000SY6BQ00
Soc. Generale Put 10 NVJP 20.12.2.../ DE000SY6BQ00 /
8/30/2024 9:41:11 PM |
Chg.-0.040 |
Bid8/30/2024 |
Ask8/30/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
-8.16% |
0.450 Bid Size: 6,700 |
0.490 Ask Size: 6,700 |
UMICORE S.A. |
10.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
SY6BQ0 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
UMICORE S.A. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
10.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
7/30/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-23.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.35 |
Parity: |
-1.40 |
Time value: |
0.48 |
Break-even: |
9.52 |
Moneyness: |
0.88 |
Premium: |
0.16 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.02 |
Spread %: |
4.35% |
Delta: |
-0.25 |
Theta: |
0.00 |
Omega: |
-5.84 |
Rho: |
-0.01 |
Quote data
Open: |
0.470 |
High: |
0.490 |
Low: |
0.450 |
Previous Close: |
0.490 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-11.76% |
1 Month |
|
|
-6.25% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.440 |
1M High / 1M Low: |
0.710 |
0.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.472 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.583 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.28% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |