Soc. Generale Put 14 WBA 20.09.2024
/ DE000SY0AT95
Soc. Generale Put 14 WBA 20.09.20.../ DE000SY0AT95 /
2024-09-06 9:51:40 PM |
Chg.-0.050 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.690EUR |
-1.05% |
4.690 Bid Size: 2,000 |
4.740 Ask Size: 2,000 |
Walgreens Boots Alli... |
14.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
SY0AT9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Walgreens Boots Alliance Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
14.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-05-13 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-1.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.72 |
Intrinsic value: |
4.72 |
Implied volatility: |
1.44 |
Historic volatility: |
0.41 |
Parity: |
4.72 |
Time value: |
0.03 |
Break-even: |
7.88 |
Moneyness: |
1.60 |
Premium: |
0.00 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.05 |
Spread %: |
1.06% |
Delta: |
-0.94 |
Theta: |
-0.01 |
Omega: |
-1.57 |
Rho: |
0.00 |
Quote data
Open: |
4.540 |
High: |
4.770 |
Low: |
4.520 |
Previous Close: |
4.740 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.07% |
1 Month |
|
|
+44.75% |
3 Months |
|
|
+493.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.800 |
4.090 |
1M High / 1M Low: |
4.800 |
3.030 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.572 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.717 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |