Soc. Generale Put 16 NVJP 20.06.2025
/ DE000SY0PAA7
Soc. Generale Put 16 NVJP 20.06.2.../ DE000SY0PAA7 /
| 26/07/2024 21:35:38 |
Chg.+0.310 |
Bid21:58:51 |
Ask21:58:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.020EUR |
+8.36% |
3.980
Bid Size: 800 |
4.100
Ask Size: 800 |
UMICORE S.A. |
16.00 EUR |
20/06/2025 |
Put |
Master data
| WKN: |
SY0PAA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
UMICORE S.A. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
22/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.27 |
| Intrinsic value: |
2.89 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.34 |
| Parity: |
2.89 |
| Time value: |
1.17 |
| Break-even: |
11.94 |
| Moneyness: |
1.22 |
| Premium: |
0.09 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
1.25% |
| Delta: |
-0.54 |
| Theta: |
0.00 |
| Omega: |
-1.75 |
| Rho: |
-0.10 |
Quote data
| Open: |
3.820 |
| High: |
4.040 |
| Low: |
3.820 |
| Previous Close: |
3.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.36% |
| 1 Month |
|
|
+18.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.020 |
3.470 |
| 1M High / 1M Low: |
4.020 |
3.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.660 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.639 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
