Soc. Generale Put 25 JEN 19.09.20.../  DE000SY62EA9  /

EUWAX
20/12/2024  09:39:30 Chg.- Bid07:59:14 Ask07:59:14 Underlying Strike price Expiration date Option type
0.440EUR - 0.410
Bid Size: 10,000
0.450
Ask Size: 10,000
JENOPTIK AG NA O.N. 25.00 EUR 19/09/2025 Put
 

Master data

WKN: SY62EA
Issuer: Société Générale
Currency: EUR
Underlying: JENOPTIK AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 25.00 EUR
Maturity: 19/09/2025
Issue date: 12/08/2024
Last trading day: 18/09/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.19
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.27
Implied volatility: 0.39
Historic volatility: 0.34
Parity: 0.27
Time value: 0.16
Break-even: 20.70
Moneyness: 1.12
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 2.38%
Delta: -0.55
Theta: 0.00
Omega: -2.83
Rho: -0.12
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.38%
1 Month
  -16.98%
3 Months  
+62.96%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.420
1M High / 1M Low: 0.540 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.489
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   50.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -