Soc. Generale Put 140 AWK 20.09.2024
/ DE000SY08RN7
Soc. Generale Put 140 AWK 20.09.2.../ DE000SY08RN7 /
| 7/16/2024 8:35:03 AM |
Chg.+0.130 |
Bid12:16:24 PM |
Ask12:16:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+28.89% |
0.570
Bid Size: 5,300 |
0.680
Ask Size: 5,300 |
American Water Works |
140.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
SY08RN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
6/4/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
0.34 |
| Time value: |
0.33 |
| Break-even: |
121.76 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
6.35% |
| Delta: |
-0.55 |
| Theta: |
-0.03 |
| Omega: |
-10.34 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.14% |
| 1 Month |
|
|
-47.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.450 |
| 1M High / 1M Low: |
1.210 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.009 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
