Soc. Generale Put 290 DHR 15.11.2024
/ DE000SY9DSN9
Soc. Generale Put 290 DHR 15.11.2.../ DE000SY9DSN9 /
| 2024-11-12 8:51:38 AM |
Chg.+0.38 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.27EUR |
+9.77% |
-
Bid Size: - |
-
Ask Size: - |
Danaher Corporation |
290.00 USD |
2024-11-15 |
Put |
Master data
| WKN: |
SY9DSN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Danaher Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
290.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-09-06 |
| Last trading day: |
2024-11-12 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.38 |
| Intrinsic value: |
4.38 |
| Implied volatility: |
1.28 |
| Historic volatility: |
0.21 |
| Parity: |
4.38 |
| Time value: |
0.08 |
| Break-even: |
227.37 |
| Moneyness: |
1.19 |
| Premium: |
0.00 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.12 |
| Spread %: |
2.77% |
| Delta: |
-0.93 |
| Theta: |
-0.59 |
| Omega: |
-4.74 |
| Rho: |
-0.02 |
Quote data
| Open: |
4.27 |
| High: |
4.27 |
| Low: |
4.27 |
| Previous Close: |
3.89 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.96% |
| 1 Month |
|
|
+85.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.90 |
2.81 |
| 1M High / 1M Low: |
4.29 |
1.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
