Soc. Generale Put 1400 TDG 17.01.2025
/ DE000SY01CX3
Soc. Generale Put 1400 TDG 17.01..../ DE000SY01CX3 /
| 2024-07-25 6:34:37 PM |
Chg.-0.080 |
Bid7:03:56 PM |
Ask7:03:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.610EUR |
-4.73% |
1.620
Bid Size: 35,000 |
1.670
Ask Size: 35,000 |
Transdigm Group Inco... |
1,400.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2024-05-29 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
1.43 |
| Time value: |
0.30 |
| Break-even: |
1,118.75 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
2.98% |
| Delta: |
-0.64 |
| Theta: |
-0.17 |
| Omega: |
-4.27 |
| Rho: |
-4.39 |
Quote data
| Open: |
1.580 |
| High: |
1.660 |
| Low: |
1.580 |
| Previous Close: |
1.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.29% |
| 1 Month |
|
|
+22.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.730 |
1.410 |
| 1M High / 1M Low: |
1.730 |
1.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.545 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
