Soc. Generale Put 140 PER 20.06.2025
/ DE000SY0ABF6
Soc. Generale Put 140 PER 20.06.2.../ DE000SY0ABF6 /
| 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: |
|
- |
