Soc. Generale Put 14 WBA 17.01.2025
/ DE000SY01DB7
Soc. Generale Put 14 WBA 17.01.20.../ DE000SY01DB7 /
| 02/08/2024 21:50:30 |
Chg.+0.220 |
Bid21:58:03 |
Ask21:58:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.300EUR |
+7.14% |
3.280
Bid Size: 3,000 |
3.290
Ask Size: 3,000 |
Walgreens Boots Alli... |
14.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
SY01DB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
29/05/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.40 |
| Parity: |
2.31 |
| Time value: |
0.99 |
| Break-even: |
9.53 |
| Moneyness: |
1.22 |
| Premium: |
0.09 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-1.81 |
| Rho: |
-0.04 |
Quote data
| Open: |
2.980 |
| High: |
3.390 |
| Low: |
2.980 |
| Previous Close: |
3.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.80% |
| 1 Month |
|
|
+2.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.300 |
2.830 |
| 1M High / 1M Low: |
3.520 |
2.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.189 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
