Soc. Generale Put 100 PER 20.06.2.../  DE000SY1U2Q3  /

EUWAX
8/15/2024  10:01:01 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.370EUR -2.63% -
Bid Size: -
-
Ask Size: -
PERNOD RICARD ... 100.00 EUR 6/20/2025 Put
 

Master data

WKN: SY1U2Q
Issuer: Société Générale
Currency: EUR
Underlying: PERNOD RICARD O.N.
Type: Warrant
Option type: Put
Strike price: 100.00 EUR
Maturity: 6/20/2025
Issue date: 6/17/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -30.56
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.22
Parity: -2.23
Time value: 0.40
Break-even: 96.00
Moneyness: 0.82
Premium: 0.21
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 5.26%
Delta: -0.18
Theta: -0.01
Omega: -5.40
Rho: -0.22
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.76%
1 Month  
+12.12%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.360
1M High / 1M Low: 0.420 0.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.363
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -