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: |
|
- |
