Soc. Generale Put 140 EA 17.01.20.../  DE000SY00793  /

EUWAX
7/5/2024  8:34:09 AM Chg.-0.050 Bid4:19:52 PM Ask4:19:52 PM Underlying Strike price Expiration date Option type
0.730EUR -6.41% 0.810
Bid Size: 90,000
0.820
Ask Size: 90,000
Electronic Arts Inc 140.00 USD 1/17/2025 Put
 

Master data

WKN: SY0079
Issuer: Société Générale
Currency: EUR
Underlying: Electronic Arts Inc
Type: Warrant
Option type: Put
Strike price: 140.00 USD
Maturity: 1/17/2025
Issue date: 5/29/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -16.24
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.12
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 0.12
Time value: 0.67
Break-even: 121.60
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.28%
Delta: -0.44
Theta: -0.02
Omega: -7.19
Rho: -0.35
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.780
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.35%
1 Month
  -17.98%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.740
1M High / 1M Low: 0.940 0.670
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.818
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -