Soc. Generale Put 220 WM 20.09.2024
/ DE000SY0AUE9
Soc. Generale Put 220 WM 20.09.20.../ DE000SY0AUE9 /
8/30/2024 9:42:44 AM |
Chg.-0.070 |
Bid6:37:32 PM |
Ask6:37:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
-8.05% |
1.070 Bid Size: 25,000 |
1.100 Ask Size: 25,000 |
Waste Management |
220.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
SY0AUE |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Waste Management |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
220.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
5/13/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-19.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.91 |
Implied volatility: |
0.22 |
Historic volatility: |
0.16 |
Parity: |
0.91 |
Time value: |
0.07 |
Break-even: |
188.75 |
Moneyness: |
1.05 |
Premium: |
0.00 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
2.08% |
Delta: |
-0.80 |
Theta: |
-0.05 |
Omega: |
-15.45 |
Rho: |
-0.09 |
Quote data
Open: |
0.800 |
High: |
0.800 |
Low: |
0.800 |
Previous Close: |
0.870 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.88% |
1 Month |
|
|
-52.94% |
3 Months |
|
|
-48.05% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.830 |
1M High / 1M Low: |
1.700 |
0.830 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.874 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.214 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
194.87% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |