Soc. Generale Put 18 NVJP 20.06.2.../  DE000SY0ADS5  /

Frankfurt Zert./SG
7/5/2024  5:34:57 PM Chg.+0.100 Bid5:53:54 PM Ask5:53:54 PM Underlying Strike price Expiration date Option type
5.070EUR +2.01% 5.070
Bid Size: 600
5.200
Ask Size: 600
UMICORE S.A. 18.00 EUR 6/20/2025 Put
 

Master data

WKN: SY0ADS
Issuer: Société Générale
Currency: EUR
Underlying: UMICORE S.A.
Type: Warrant
Option type: Put
Strike price: 18.00 EUR
Maturity: 6/20/2025
Issue date: 5/13/2024
Last trading day: 6/19/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -2.79
Leverage: Yes

Calculated values

Fair value: 4.11
Intrinsic value: 3.86
Implied volatility: 0.52
Historic volatility: 0.34
Parity: 3.86
Time value: 1.20
Break-even: 12.94
Moneyness: 1.27
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 0.80%
Delta: -0.56
Theta: 0.00
Omega: -1.56
Rho: -0.12
 

Quote data

Open: 4.920
High: 5.180
Low: 4.920
Previous Close: 4.970
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.63%
1 Month  
+70.13%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.290 4.840
1M High / 1M Low: 5.290 2.980
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.042
Avg. volume 1W:   0.000
Avg. price 1M:   4.422
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -