Soc. Generale Put 180 PEP 18.10.2024
/ DE000SY29E78
Soc. Generale Put 180 PEP 18.10.2.../ DE000SY29E78 /
| 2024-10-11 9:51:37 PM |
Chg.-0.190 |
Bid9:58:05 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-27.94% |
0.480
Bid Size: 6,300 |
-
Ask Size: - |
PepsiCo Inc |
180.00 USD |
2024-10-18 |
Put |
Master data
| WKN: |
SY29E7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
PepsiCo Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-07-17 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.14 |
| Parity: |
0.47 |
| Time value: |
0.01 |
| Break-even: |
159.81 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.91 |
| Theta: |
-0.03 |
| Omega: |
-30.29 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.600 |
| High: |
0.630 |
| Low: |
0.460 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.25% |
| 1 Month |
|
|
+6.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.490 |
| 1M High / 1M Low: |
1.180 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.792 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
