Soc. Generale Put 240 DHR 20.06.2025
/ DE000SY03J16
Soc. Generale Put 240 DHR 20.06.2.../ DE000SY03J16 /
| 7/10/2024 10:55:37 AM |
Chg.-0.030 |
Bid7/10/2024 |
Ask7/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
-1.47% |
2.010
Bid Size: 3,000 |
2.070
Ask Size: 3,000 |
Danaher Corporation |
240.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
SY03J1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
5/30/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
0.02 |
| Time value: |
2.02 |
| Break-even: |
201.53 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.99% |
| Delta: |
-0.40 |
| Theta: |
-0.02 |
| Omega: |
-4.32 |
| Rho: |
-1.03 |
Quote data
| Open: |
2.000 |
| High: |
2.010 |
| Low: |
2.000 |
| Previous Close: |
2.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.01% |
| 1 Month |
|
|
+55.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.080 |
1.990 |
| 1M High / 1M Low: |
2.080 |
1.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.699 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
