Soc. Generale Put 25 ARRD 20.06.2025
/ DE000SY0DYF2
Soc. Generale Put 25 ARRD 20.06.2.../ DE000SY0DYF2 /
10/11/2024 6:42:47 PM |
Chg.0.000 |
Bid10/11/2024 |
Ask10/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
ARCELORMITTAL S.A. N... |
25.00 EUR |
6/20/2025 |
Put |
Master data
WKN: |
SY0DYF |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
25.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
5/15/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-6.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.15 |
Implied volatility: |
0.42 |
Historic volatility: |
0.25 |
Parity: |
0.15 |
Time value: |
0.23 |
Break-even: |
21.20 |
Moneyness: |
1.06 |
Premium: |
0.10 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
5.56% |
Delta: |
-0.47 |
Theta: |
-0.01 |
Omega: |
-2.93 |
Rho: |
-0.10 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.360 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-20.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.330 |
1M High / 1M Low: |
0.540 |
0.310 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.360 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.394 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |