Soc. Generale Put 260 AXP 20.09.2024
/ DE000SY0ANW6
Soc. Generale Put 260 AXP 20.09.2.../ DE000SY0ANW6 /
| 08/08/2024 10:14:20 |
Chg.+0.34 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.85EUR |
+13.55% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.89 |
| High: |
2.89 |
| Low: |
2.85 |
| Previous Close: |
2.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+159.09% |
| 1 Month |
|
|
+16.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.99 |
1.10 |
| 1M High / 1M Low: |
2.99 |
1.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
439.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
