Soc. Generale Put 12 NVJP 20.12.2024
/ DE000SY1P0B6
Soc. Generale Put 12 NVJP 20.12.2.../ DE000SY1P0B6 /
| 08/11/2024 09:47:17 |
Chg.0.00 |
Bid19:23:37 |
Ask19:23:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
0.00% |
1.54
Bid Size: 2,000 |
1.65
Ask Size: 2,000 |
UMICORE S.A. |
12.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
SY1P0B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
UMICORE S.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
13/06/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.36 |
| Parity: |
0.75 |
| Time value: |
0.38 |
| Break-even: |
10.87 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.04 |
| Spread %: |
3.67% |
| Delta: |
-0.62 |
| Theta: |
-0.01 |
| Omega: |
-6.20 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.32 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.94% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-12.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.10 |
| 1M High / 1M Low: |
1.87 |
1.10 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
