Soc. Generale Put 20 NVJP 20.06.2025
/ DE000SY0ADT3
Soc. Generale Put 20 NVJP 20.06.2.../ DE000SY0ADT3 /
26/07/2024 14:25:16 |
Chg.+0.030 |
Bid14:29:10 |
Ask14:29:10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
+4.41% |
0.710 Bid Size: 25,000 |
0.720 Ask Size: 25,000 |
UMICORE S.A. |
20.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
SY0ADT |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
UMICORE S.A. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
13/05/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-1.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.62 |
Implied volatility: |
0.58 |
Historic volatility: |
0.34 |
Parity: |
0.62 |
Time value: |
0.08 |
Break-even: |
13.00 |
Moneyness: |
1.45 |
Premium: |
0.06 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
2.94% |
Delta: |
-0.63 |
Theta: |
0.00 |
Omega: |
-1.25 |
Rho: |
-0.14 |
Quote data
Open: |
0.700 |
High: |
0.720 |
Low: |
0.700 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.58% |
1 Month |
|
|
+10.94% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.640 |
1M High / 1M Low: |
0.710 |
0.630 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.658 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.663 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
46.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |