Soc. Generale Put 1400 TDG 17.01..../  DE000SY01CX3  /

Frankfurt Zert./SG
29/07/2024  21:41:54 Chg.-0.010 Bid21:59:39 Ask21:59:39 Underlying Strike price Expiration date Option type
1.730EUR -0.57% 1.750
Bid Size: 4,000
1.800
Ask Size: 4,000
Transdigm Group Inco... 1,400.00 USD 17/01/2025 Put
 

Master data

WKN: SY01CX
Issuer: Société Générale
Currency: EUR
Underlying: Transdigm Group Incorporated
Type: Warrant
Option type: Put
Strike price: 1,400.00 USD
Maturity: 17/01/2025
Issue date: 29/05/2024
Last trading day: 16/01/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -6.29
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 1.52
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 1.52
Time value: 0.29
Break-even: 1,108.98
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 2.84%
Delta: -0.65
Theta: -0.17
Omega: -4.11
Rho: -4.36
 

Quote data

Open: 1.640
High: 1.740
Low: 1.640
Previous Close: 1.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.13%
1 Month  
+12.34%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.750 1.410
1M High / 1M Low: 1.750 1.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.638
Avg. volume 1W:   0.000
Avg. price 1M:   1.585
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -