Soc. Generale Put 240 ADI 21.03.2025
/ DE000SY0NRK5
Soc. Generale Put 240 ADI 21.03.2.../ DE000SY0NRK5 /
| 2024-12-23 8:28:51 AM |
Chg.-0.52 |
Bid4:50:06 PM |
Ask4:50:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.82EUR |
-15.57% |
3.04
Bid Size: 60,000 |
3.06
Ask Size: 60,000 |
Analog Devices Inc |
240.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
SY0NRK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Analog Devices Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-21 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.92 |
| Intrinsic value: |
2.70 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
2.70 |
| Time value: |
0.38 |
| Break-even: |
199.23 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.65% |
| Delta: |
-0.73 |
| Theta: |
-0.05 |
| Omega: |
-4.80 |
| Rho: |
-0.43 |
Quote data
| Open: |
2.82 |
| High: |
2.82 |
| Low: |
2.82 |
| Previous Close: |
3.34 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.46% |
| 1 Month |
|
|
-5.05% |
| 3 Months |
|
|
+21.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.34 |
2.60 |
| 1M High / 1M Low: |
3.34 |
1.76 |
| 6M High / 6M Low: |
4.14 |
1.76 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.19% |
| Volatility 6M: |
|
162.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
