Soc. Generale Put 14 WBA 20.09.2024
/ DE000SY0AT95
Soc. Generale Put 14 WBA 20.09.20.../ DE000SY0AT95 /
| 7/16/2024 9:58:25 AM |
Chg.-0.17 |
Bid5:08:30 PM |
Ask5:08:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.46EUR |
-6.46% |
2.44
Bid Size: 20,000 |
2.45
Ask Size: 20,000 |
Walgreens Boots Alli... |
14.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
5/13/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.19 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.40 |
| Parity: |
2.11 |
| Time value: |
0.45 |
| Break-even: |
10.29 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
-0.68 |
| Theta: |
-0.01 |
| Omega: |
-2.87 |
| Rho: |
-0.02 |
Quote data
| Open: |
2.46 |
| High: |
2.46 |
| Low: |
2.46 |
| Previous Close: |
2.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.13% |
| 1 Month |
|
|
+179.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.13 |
2.63 |
| 1M High / 1M Low: |
3.13 |
0.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
744.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
