Soc. Generale Put 1400 TDG 20.09.2024
/ DE000SY08XF1
Soc. Generale Put 1400 TDG 20.09..../ DE000SY08XF1 /
| 2024-07-04 9:42:42 PM |
Chg.+0.010 |
Bid2024-07-04 |
Ask2024-07-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
+0.88% |
1.150
Bid Size: 4,000 |
1.390
Ask Size: 4,000 |
Transdigm Group Inco... |
1,400.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SY08XF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Transdigm Group Incorporated |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
1,400.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
1.08 |
| Time value: |
0.21 |
| Break-even: |
1,168.37 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
4.88% |
| Delta: |
-0.69 |
| Theta: |
-0.28 |
| Omega: |
-6.35 |
| Rho: |
-2.03 |
Quote data
| Open: |
1.140 |
| High: |
1.210 |
| Low: |
1.140 |
| Previous Close: |
1.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.16% |
| 1 Month |
|
|
+22.34% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
1.140 |
| 1M High / 1M Low: |
1.470 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.109 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
