Soc. Generale Put 1200 TDG 17.01.2025
/ DE000SY01CW5
Soc. Generale Put 1200 TDG 17.01..../ DE000SY01CW5 /
| 26/07/2024 08:33:50 |
Chg.+0.050 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+7.81% |
-
Bid Size: - |
-
Ask Size: - |
Transdigm Group Inco... |
1,200.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
SY01CW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,200.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
29/05/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
-0.32 |
| Time value: |
0.76 |
| Break-even: |
1,029.40 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
4.11% |
| Delta: |
-0.38 |
| Theta: |
-0.23 |
| Omega: |
-5.63 |
| Rho: |
-2.40 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.29% |
| 1 Month |
|
|
+30.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.530 |
| 1M High / 1M Low: |
0.690 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.584 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
