Soc. Generale Put 15 ARRD 20.06.2025
/ DE000SY1PZD6
Soc. Generale Put 15 ARRD 20.06.2.../ DE000SY1PZD6 /
10/09/2024 21:43:18 |
Chg.+0.060 |
Bid21:57:55 |
Ask21:57:55 |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
+10.53% |
0.620 Bid Size: 4,900 |
0.650 Ask Size: 4,900 |
ARCELORMITTAL S.A. N... |
15.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
SY1PZD |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
13/06/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-39.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.25 |
Parity: |
-8.54 |
Time value: |
0.60 |
Break-even: |
14.40 |
Moneyness: |
0.64 |
Premium: |
0.39 |
Premium p.a.: |
0.53 |
Spread abs.: |
0.01 |
Spread %: |
1.69% |
Delta: |
-0.10 |
Theta: |
0.00 |
Omega: |
-3.87 |
Rho: |
-0.02 |
Quote data
Open: |
0.570 |
High: |
0.630 |
Low: |
0.570 |
Previous Close: |
0.570 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+14.55% |
1 Month |
|
|
0.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.550 |
1M High / 1M Low: |
0.690 |
0.410 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.568 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.527 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
150.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |