Soc. Generale Put 1400 TDG 20.09.2024
/ DE000SY08XF1
Soc. Generale Put 1400 TDG 20.09..../ DE000SY08XF1 /
| 25/07/2024 21:48:51 |
Chg.+0.100 |
Bid21:59:22 |
Ask21:59:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
+7.04% |
1.590
Bid Size: 3,000 |
1.670
Ask Size: 3,000 |
Transdigm Group Inco... |
1,400.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
04/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
1.43 |
| Time value: |
0.08 |
| Break-even: |
1,140.75 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
4.14% |
| Delta: |
-0.79 |
| Theta: |
-0.25 |
| Omega: |
-6.05 |
| Rho: |
-1.66 |
Quote data
| Open: |
1.330 |
| High: |
1.520 |
| Low: |
1.330 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.65% |
| 1 Month |
|
|
+42.06% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
1.130 |
| 1M High / 1M Low: |
1.580 |
1.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.337 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
