Soc. Generale Put 110 DIS 20.09.2024
/ DE000SY0AUC3
Soc. Generale Put 110 DIS 20.09.2.../ DE000SY0AUC3 /
| 2024-07-08 1:21:00 PM |
Chg.-0.020 |
Bid2024-07-08 |
Ask2024-07-08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
-1.64% |
1.200
Bid Size: 3,000 |
1.220
Ask Size: 3,000 |
Walt Disney Co |
110.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SY0AUC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 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: |
-7.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
1.11 |
| Time value: |
0.13 |
| Break-even: |
89.21 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
-0.74 |
| Theta: |
-0.02 |
| Omega: |
-5.38 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.220 |
| High: |
1.220 |
| Low: |
1.200 |
| Previous Close: |
1.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.64% |
| 1 Month |
|
|
+26.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
1.140 |
| 1M High / 1M Low: |
1.260 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
