Soc. Generale Put 160 JNJ 15.11.2024
/ DE000SY7FN08
Soc. Generale Put 160 JNJ 15.11.2.../ DE000SY7FN08 /
| 08/11/2024 09:59:19 |
Chg.+0.070 |
Bid17:05:35 |
Ask17:05:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+30.43% |
0.350
Bid Size: 80,000 |
0.360
Ask Size: 80,000 |
Johnson and Johnson |
160.00 USD |
15/11/2024 |
Put |
Master data
| WKN: |
SY7FN0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Johnson and Johnson |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
16/08/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-42.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.14 |
| Parity: |
0.30 |
| Time value: |
0.04 |
| Break-even: |
144.81 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
-0.78 |
| Theta: |
-0.07 |
| Omega: |
-33.33 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.43% |
| 1 Month |
|
|
-26.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.210 |
| 1M High / 1M Low: |
0.410 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.204 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
448.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
