Soc. Generale Put 240 ALGN 17.01.2025
/ DE000SY5WNC1
Soc. Generale Put 240 ALGN 17.01..../ DE000SY5WNC1 /
| 9/10/2024 9:37:48 AM |
Chg.+0.02 |
Bid8:04:27 PM |
Ask8:04:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.08EUR |
+0.65% |
3.09
Bid Size: 20,000 |
3.14
Ask Size: 20,000 |
Align Technology Inc |
240.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
SY5WNC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
7/18/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.40 |
| Parity: |
1.69 |
| Time value: |
1.57 |
| Break-even: |
184.88 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.06 |
| Spread %: |
1.88% |
| Delta: |
-0.53 |
| Theta: |
-0.08 |
| Omega: |
-3.26 |
| Rho: |
-0.49 |
Quote data
| Open: |
3.08 |
| High: |
3.08 |
| Low: |
3.08 |
| Previous Close: |
3.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.62% |
| 1 Month |
|
|
-13.97% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.06 |
2.34 |
| 1M High / 1M Low: |
3.56 |
2.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
