Soc. Generale Put 120 EA 17.01.2025
/ DE000SY00785
Soc. Generale Put 120 EA 17.01.20.../ DE000SY00785 /
18/09/2024 08:33:05 |
Chg.+0.030 |
Bid18:06:42 |
Ask18:06:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
+27.27% |
0.160 Bid Size: 125,000 |
0.170 Ask Size: 125,000 |
Electronic Arts Inc |
120.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
SY0078 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Electronic Arts Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
29/05/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-71.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.15 |
Parity: |
-2.03 |
Time value: |
0.18 |
Break-even: |
106.09 |
Moneyness: |
0.84 |
Premium: |
0.17 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.01 |
Spread %: |
5.88% |
Delta: |
-0.14 |
Theta: |
-0.02 |
Omega: |
-9.83 |
Rho: |
-0.06 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.140 |
Previous Close: |
0.110 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.67% |
1 Month |
|
|
+7.69% |
3 Months |
|
|
-50.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.110 |
1M High / 1M Low: |
0.150 |
0.075 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.126 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.109 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
203.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |