Soc. Generale Put 220 WM 20.09.2024
/ DE000SY0AUE9
Soc. Generale Put 220 WM 20.09.20.../ DE000SY0AUE9 /
| 25/07/2024 13:23:39 |
Chg.- |
Bid08:02:19 |
Ask08:02:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
- |
1.71
Bid Size: 1,800 |
1.91
Ask Size: 1,800 |
Waste Management |
220.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
SY0AUE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
220.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
0.24 |
| Time value: |
0.50 |
| Break-even: |
195.59 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
-0.51 |
| Theta: |
-0.05 |
| Omega: |
-13.91 |
| Rho: |
-0.17 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
0.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+142.86% |
| 1 Month |
|
|
+19.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
0.49 |
| 1M High / 1M Low: |
1.19 |
0.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
383.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
