Soc. Generale Put 240 TMUS 21.03.2025
/ DE000SJ6MW26
Soc. Generale Put 240 TMUS 21.03..../ DE000SJ6MW26 /
| 2024-12-23 9:45:08 PM |
Chg.-0.140 |
Bid9:59:06 PM |
Ask9:59:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.060EUR |
-6.36% |
2.080
Bid Size: 2,000 |
2.090
Ask Size: 2,000 |
T Mobile US Inc |
240.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
SJ6MW2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
T Mobile US Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
240.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-11-29 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
1.76 |
| Time value: |
0.33 |
| Break-even: |
209.77 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
-0.70 |
| Theta: |
-0.04 |
| Omega: |
-7.11 |
| Rho: |
-0.40 |
Quote data
| Open: |
2.110 |
| High: |
2.270 |
| Low: |
2.050 |
| Previous Close: |
2.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.63% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.400 |
2.060 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.205 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
