Soc. Generale Put 16 WBA 17.01.2025
/ DE000SY01DC5
Soc. Generale Put 16 WBA 17.01.20.../ DE000SY01DC5 /
| 2024-07-31 9:42:03 PM |
Chg.+0.130 |
Bid8:05:17 AM |
Ask8:05:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.450EUR |
+3.01% |
4.480
Bid Size: 3,000 |
4.590
Ask Size: 3,000 |
Walgreens Boots Alli... |
16.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
SY01DC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-29 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.64 |
| Intrinsic value: |
3.55 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.41 |
| Parity: |
3.55 |
| Time value: |
0.81 |
| Break-even: |
10.43 |
| Moneyness: |
1.32 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
-0.63 |
| Theta: |
0.00 |
| Omega: |
-1.62 |
| Rho: |
-0.05 |
Quote data
| Open: |
4.270 |
| High: |
4.450 |
| Low: |
4.230 |
| Previous Close: |
4.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.52% |
| 1 Month |
|
|
-1.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.710 |
4.320 |
| 1M High / 1M Low: |
5.110 |
4.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.723 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
