Soc. Generale Put 15 TEG 21.03.2025
/ DE000SY0N962
Soc. Generale Put 15 TEG 21.03.20.../ DE000SY0N962 /
| 2024-07-05 3:37:25 PM |
Chg.-0.070 |
Bid3:39:54 PM |
Ask3:39:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.610EUR |
-2.61% |
2.600
Bid Size: 3,000 |
2.630
Ask Size: 3,000 |
TAG IMMOBILIEN AG |
15.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
SY0N96 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
TAG IMMOBILIEN AG |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.37 |
| Parity: |
1.16 |
| Time value: |
1.57 |
| Break-even: |
12.27 |
| Moneyness: |
1.08 |
| Premium: |
0.11 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
1.11% |
| Delta: |
-0.47 |
| Theta: |
0.00 |
| Omega: |
-2.39 |
| Rho: |
-0.07 |
Quote data
| Open: |
2.640 |
| High: |
2.640 |
| Low: |
2.600 |
| Previous Close: |
2.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.12% |
| 1 Month |
|
|
+3.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.780 |
2.520 |
| 1M High / 1M Low: |
3.280 |
2.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.937 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
