Soc. Generale Put 250 UNP 19.07.2024
/ DE000SY0ZJA7
Soc. Generale Put 250 UNP 19.07.2.../ DE000SY0ZJA7 /
| 2024-07-05 9:45:31 PM |
Chg.+0.430 |
Bid9:58:35 PM |
Ask9:58:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.270EUR |
+23.37% |
2.260
Bid Size: 1,400 |
2.310
Ask Size: 1,400 |
Union Pacific Corp |
250.00 USD |
2024-07-19 |
Put |
Master data
| WKN: |
SY0ZJA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-28 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
2.29 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.18 |
| Parity: |
2.29 |
| Time value: |
0.05 |
| Break-even: |
207.24 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
2.18% |
| Delta: |
-0.90 |
| Theta: |
-0.09 |
| Omega: |
-7.96 |
| Rho: |
-0.07 |
Quote data
| Open: |
1.850 |
| High: |
2.380 |
| Low: |
1.780 |
| Previous Close: |
1.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.65% |
| 1 Month |
|
|
+15.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.340 |
1.840 |
| 1M High / 1M Low: |
2.670 |
1.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.128 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
