Soc. Generale Put 160 GOOGL 17.01.2025
/ DE000SY1J1N7
Soc. Generale Put 160 GOOGL 17.01.../ DE000SY1J1N7 /
11/09/2024 21:47:31 |
Chg.-0.080 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
1.370EUR |
-5.52% |
1.340 Bid Size: 10,000 |
1.350 Ask Size: 10,000 |
Alphabet A |
160.00 USD |
17/01/2025 |
Put |
Master data
WKN: |
SY1J1N |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Alphabet A |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
11/06/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.32 |
Intrinsic value: |
1.03 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
1.03 |
Time value: |
0.49 |
Break-even: |
129.99 |
Moneyness: |
1.08 |
Premium: |
0.04 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
0.66% |
Delta: |
-0.59 |
Theta: |
-0.03 |
Omega: |
-5.25 |
Rho: |
-0.33 |
Quote data
Open: |
1.520 |
High: |
1.560 |
Low: |
1.370 |
Previous Close: |
1.450 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+24.55% |
1 Month |
|
|
+38.38% |
3 Months |
|
|
+87.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.550 |
1.100 |
1M High / 1M Low: |
1.550 |
0.720 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.318 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.971 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
186.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |