Soc. Generale Put 250 VRSK 21.03.2025
/ DE000SY7G953
Soc. Generale Put 250 VRSK 21.03..../ DE000SY7G953 /
| 2024-12-20 9:38:46 AM |
Chg.+0.040 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+9.76% |
-
Bid Size: - |
-
Ask Size: - |
Verisk Analytics Inc |
250.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
SY7G95 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Verisk Analytics Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-08-19 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-49.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
-2.58 |
| Time value: |
0.54 |
| Break-even: |
234.32 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.04 |
| Spread %: |
8.00% |
| Delta: |
-0.22 |
| Theta: |
-0.06 |
| Omega: |
-10.60 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.71% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
-48.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.300 |
| 1M High / 1M Low: |
0.450 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
