Soc. Generale Put 16 NVJP 20.06.2025
/ DE000SY0PAA7
Soc. Generale Put 16 NVJP 20.06.2.../ DE000SY0PAA7 /
| 7/26/2024 10:13:13 AM |
Chg.+0.16 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.80EUR |
+4.40% |
-
Bid Size: - |
-
Ask Size: - |
UMICORE S.A. |
16.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
5/22/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.84 |
| Intrinsic value: |
2.20 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.34 |
| Parity: |
2.20 |
| Time value: |
1.66 |
| Break-even: |
12.14 |
| Moneyness: |
1.16 |
| Premium: |
0.12 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.12 |
| Spread %: |
3.21% |
| Delta: |
-0.49 |
| Theta: |
0.00 |
| Omega: |
-1.75 |
| Rho: |
-0.10 |
Quote data
| Open: |
3.80 |
| High: |
3.80 |
| Low: |
3.80 |
| Previous Close: |
3.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.79% |
| 1 Month |
|
|
+14.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.64 |
3.43 |
| 1M High / 1M Low: |
3.98 |
3.31 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
