Soc. Generale Put 110 PM 20.06.2025
/ DE000SY03VZ4
Soc. Generale Put 110 PM 20.06.20.../ DE000SY03VZ4 /
| 7/4/2024 8:40:23 AM |
Chg.+0.02 |
Bid4:51:11 PM |
Ask4:51:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+1.67% |
1.23
Bid Size: 4,000 |
1.27
Ask Size: 4,000 |
Philip Morris Intern... |
110.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
SY03VZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Philip Morris International Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
5/30/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.15 |
| Parity: |
0.80 |
| Time value: |
0.45 |
| Break-even: |
89.44 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
-0.52 |
| Theta: |
-0.01 |
| Omega: |
-3.88 |
| Rho: |
-0.59 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.39% |
| 1 Month |
|
|
+4.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.18 |
| 1M High / 1M Low: |
1.29 |
1.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
