Soc. Generale Put 140 AWK 21.03.2025
/ DE000SY7G474
Soc. Generale Put 140 AWK 21.03.2.../ DE000SY7G474 /
| 11/11/2024 16:51:27 |
Chg.+0.020 |
Bid17:00:53 |
Ask17:00:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+2.38% |
0.840
Bid Size: 25,000 |
0.870
Ask Size: 25,000 |
American Water Works |
140.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
SY7G47 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
19/08/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.36 |
| Time value: |
0.50 |
| Break-even: |
122.08 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
3.61% |
| Delta: |
-0.52 |
| Theta: |
-0.02 |
| Omega: |
-7.66 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.730 |
| High: |
0.860 |
| Low: |
0.710 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.24% |
| 1 Month |
|
|
+4.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.840 |
| 1M High / 1M Low: |
1.000 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.813 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
