Soc. Generale Put 260 AXP 20.09.2024
/ DE000SY0ANW6
Soc. Generale Put 260 AXP 20.09.2.../ DE000SY0ANW6 /
08/08/2024 21:37:32 |
Chg.-0.290 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
2.500EUR |
-10.39% |
2.490 Bid Size: 1,300 |
2.510 Ask Size: 1,300 |
American Express Com... |
260.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
SY0ANW |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
American Express Company |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
260.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
13/05/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.86 |
Intrinsic value: |
2.86 |
Implied volatility: |
0.37 |
Historic volatility: |
0.20 |
Parity: |
2.86 |
Time value: |
0.14 |
Break-even: |
207.93 |
Moneyness: |
1.14 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.06 |
Spread %: |
2.04% |
Delta: |
-0.82 |
Theta: |
-0.06 |
Omega: |
-5.72 |
Rho: |
-0.24 |
Quote data
Open: |
2.700 |
High: |
2.890 |
Low: |
2.440 |
Previous Close: |
2.790 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+68.92% |
1 Month |
|
|
-0.79% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.080 |
1.480 |
1M High / 1M Low: |
3.080 |
1.090 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.540 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.925 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
364.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |