Soc. Generale Put 14 WBA 20.09.2024
/ DE000SY0AT95
Soc. Generale Put 14 WBA 20.09.20.../ DE000SY0AT95 /
| 08/07/2024 10:11:53 |
Chg.-0.06 |
Bid16:09:47 |
Ask16:09:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.73EUR |
-2.15% |
2.92
Bid Size: 20,000 |
2.93
Ask Size: 20,000 |
Walgreens Boots Alli... |
14.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.56 |
| Intrinsic value: |
2.53 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.40 |
| Parity: |
2.53 |
| Time value: |
0.27 |
| Break-even: |
10.13 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.36% |
| Delta: |
-0.75 |
| Theta: |
0.00 |
| Omega: |
-2.78 |
| Rho: |
-0.02 |
Quote data
| Open: |
2.70 |
| High: |
2.73 |
| Low: |
2.70 |
| Previous Close: |
2.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
+264.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.81 |
2.10 |
| 1M High / 1M Low: |
2.81 |
0.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
760.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
