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: |
|
- |
