Soc. Generale Put 100 EYX 20.12.2024
/ DE000SY7HU64
Soc. Generale Put 100 EYX 20.12.2.../ DE000SY7HU64 /
10/9/2024 10:13:18 AM |
Chg.- |
Bid11:09:47 AM |
Ask11:09:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
- |
0.600 Bid Size: 8,000 |
0.610 Ask Size: 8,000 |
EXOR N.V. |
100.00 EUR |
12/20/2024 |
Put |
Master data
WKN: |
SY7HU6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
EXOR N.V. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
100.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
8/19/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-16.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.26 |
Historic volatility: |
0.16 |
Parity: |
0.34 |
Time value: |
0.25 |
Break-even: |
94.10 |
Moneyness: |
1.04 |
Premium: |
0.03 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
1.72% |
Delta: |
-0.58 |
Theta: |
-0.02 |
Omega: |
-9.47 |
Rho: |
-0.12 |
Quote data
Open: |
0.590 |
High: |
0.600 |
Low: |
0.590 |
Previous Close: |
0.600 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.69% |
1 Month |
|
|
+9.09% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.590 |
1M High / 1M Low: |
0.620 |
0.410 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.600 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.530 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |