Soc. Generale Put 15 VAS 21.03.2025
/ DE000SY61Y73
Soc. Generale Put 15 VAS 21.03.20.../ DE000SY61Y73 /
10/18/2024 9:43:46 PM |
Chg.-0.050 |
Bid10/18/2024 |
Ask10/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-17.24% |
0.240 Bid Size: 10,000 |
0.270 Ask Size: 10,000 |
VOESTALPINE AG |
15.00 EUR |
3/21/2025 |
Put |
Master data
WKN: |
SY61Y7 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
VOESTALPINE AG |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
8/12/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-75.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.25 |
Parity: |
-5.28 |
Time value: |
0.27 |
Break-even: |
14.73 |
Moneyness: |
0.74 |
Premium: |
0.27 |
Premium p.a.: |
0.78 |
Spread abs.: |
0.02 |
Spread %: |
8.00% |
Delta: |
-0.09 |
Theta: |
0.00 |
Omega: |
-7.12 |
Rho: |
-0.01 |
Quote data
Open: |
0.270 |
High: |
0.280 |
Low: |
0.220 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+14.29% |
1 Month |
|
|
+20.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.240 |
1M High / 1M Low: |
0.340 |
0.098 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.298 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.195 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
335.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |