Soc. Generale Put 110 DIS 20.09.2024
/ DE000SY0AUC3
Soc. Generale Put 110 DIS 20.09.2.../ DE000SY0AUC3 /
8/1/2024 1:16:52 PM |
Chg.+0.030 |
Bid1:54:13 PM |
Ask1:54:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.520EUR |
+2.01% |
1.520 Bid Size: 3,000 |
1.550 Ask Size: 3,000 |
Walt Disney Co |
110.00 USD |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
5/13/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.51 |
Intrinsic value: |
1.51 |
Implied volatility: |
0.37 |
Historic volatility: |
0.24 |
Parity: |
1.51 |
Time value: |
0.03 |
Break-even: |
86.23 |
Moneyness: |
1.17 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.01 |
Spread %: |
0.65% |
Delta: |
-0.86 |
Theta: |
-0.02 |
Omega: |
-4.81 |
Rho: |
-0.12 |
Quote data
Open: |
1.520 |
High: |
1.550 |
Low: |
1.520 |
Previous Close: |
1.490 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-19.15% |
1 Month |
|
|
+24.59% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.880 |
1.490 |
1M High / 1M Low: |
1.880 |
1.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.688 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.400 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |