Soc. Generale Put 220 TRV 17.01.2025
/ DE000SY01C07
Soc. Generale Put 220 TRV 17.01.2.../ DE000SY01C07 /
| 2024-11-07 1:59:16 PM |
Chg.+0.046 |
Bid6:35:34 PM |
Ask6:35:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+54.76% |
0.210
Bid Size: 50,000 |
0.220
Ask Size: 50,000 |
The Travelers Compan... |
220.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
SY01C0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-29 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-118.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
-3.16 |
| Time value: |
0.20 |
| Break-even: |
203.00 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
-0.12 |
| Theta: |
-0.04 |
| Omega: |
-14.19 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.084 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.91% |
| 1 Month |
|
|
-80.60% |
| 3 Months |
|
|
-92.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.084 |
| 1M High / 1M Low: |
0.910 |
0.084 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.249 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.371 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
443.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
