Soc. Generale Put 1200 TDG 20.06.2025
/ DE000SY03PZ6
Soc. Generale Put 1200 TDG 20.06..../ DE000SY03PZ6 /
| 2024-07-05 9:38:08 PM |
Chg.+0.050 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+6.25% |
0.850
Bid Size: 10,000 |
0.880
Ask Size: 10,000 |
Transdigm Group Inco... |
1,200.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
SY03PZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,200.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-30 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
-0.69 |
| Time value: |
0.88 |
| Break-even: |
1,019.07 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
3.53% |
| Delta: |
-0.32 |
| Theta: |
-0.14 |
| Omega: |
-4.29 |
| Rho: |
-4.45 |
Quote data
| Open: |
0.770 |
| High: |
0.880 |
| Low: |
0.770 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.41% |
| 1 Month |
|
|
+10.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.790 |
| 1M High / 1M Low: |
0.930 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.802 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
