Soc. Generale Put 120 EL 17.01.2025
/ DE000SY008E6
Soc. Generale Put 120 EL 17.01.20.../ DE000SY008E6 /
| 06/09/2024 21:35:36 |
Chg.+0.160 |
Bid21:59:20 |
Ask21:59:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.980EUR |
+5.67% |
3.040
Bid Size: 3,000 |
3.050
Ask Size: 3,000 |
Estee Lauder Compani... |
120.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
SY008E |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies 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: |
-2.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.93 |
| Intrinsic value: |
2.93 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
2.93 |
| Time value: |
0.13 |
| Break-even: |
77.65 |
| Moneyness: |
1.37 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
-0.79 |
| Theta: |
-0.02 |
| Omega: |
-2.03 |
| Rho: |
-0.33 |
Quote data
| Open: |
2.760 |
| High: |
3.020 |
| Low: |
2.750 |
| Previous Close: |
2.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.56% |
| 1 Month |
|
|
+3.47% |
| 3 Months |
|
|
+131.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.980 |
2.600 |
| 1M High / 1M Low: |
3.280 |
2.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.757 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
