Soc. Generale Put 140 PER 20.06.2.../  DE000SY0ABF6  /

Frankfurt Zert./SG
2024-08-01  11:15:51 AM Chg.+0.040 Bid11:51:22 AM Ask11:51:22 AM Underlying Strike price Expiration date Option type
2.120EUR +1.92% 2.120
Bid Size: 25,000
2.150
Ask Size: 25,000
PERNOD RICARD ... 140.00 EUR 2025-06-20 Put
 

Master data

WKN: SY0ABF
Issuer: Société Générale
Currency: EUR
Underlying: PERNOD RICARD O.N.
Type: Warrant
Option type: Put
Strike price: 140.00 EUR
Maturity: 2025-06-20
Issue date: 2024-05-13
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.77
Leverage: Yes

Calculated values

Fair value: 1.75
Intrinsic value: 1.60
Implied volatility: 0.31
Historic volatility: 0.22
Parity: 1.60
Time value: 0.55
Break-even: 118.50
Moneyness: 1.13
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 1.42%
Delta: -0.56
Theta: -0.01
Omega: -3.25
Rho: -0.81
 

Quote data

Open: 2.030
High: 2.120
Low: 2.030
Previous Close: 2.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.42%
1 Month  
+4.95%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.200 1.840
1M High / 1M Low: 2.200 1.700
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.998
Avg. volume 1W:   164.800
Avg. price 1M:   1.917
Avg. volume 1M:   35.826
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -