Soc. Generale Put 100 SIX2 20.12.2024
/ DE000SU6YC72
Soc. Generale Put 100 SIX2 20.12..../ DE000SU6YC72 /
| 8/23/2024 9:50:28 PM |
Chg.-0.010 |
Bid8/23/2024 |
Ask8/23/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.510EUR |
-0.28% |
-
Bid Size: - |
-
Ask Size: - |
SIXT SE ST O.N. |
100.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SU6YC7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SIXT SE ST O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
1/12/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-1.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.57 |
| Intrinsic value: |
3.57 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.31 |
| Parity: |
3.57 |
| Time value: |
0.04 |
| Break-even: |
63.90 |
| Moneyness: |
1.56 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.06 |
| Spread %: |
1.69% |
| Delta: |
-0.85 |
| Theta: |
-0.01 |
| Omega: |
-1.51 |
| Rho: |
-0.29 |
Quote data
| Open: |
3.480 |
| High: |
3.630 |
| Low: |
3.480 |
| Previous Close: |
3.520 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
-3.04% |
| 3 Months |
|
|
+32.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.650 |
3.410 |
| 1M High / 1M Low: |
3.880 |
3.410 |
| 6M High / 6M Low: |
3.880 |
1.450 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.673 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.590 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.47% |
| Volatility 6M: |
|
102.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
