Soc. Generale Put 3 EZJ 20.06.2025
/ DE000SY521M1
Soc. Generale Put 3 EZJ 20.06.202.../ DE000SY521M1 /
10/15/2024 12:01:19 PM |
Chg.-0.020 |
Bid10/15/2024 |
Ask10/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
-15.38% |
0.110 Bid Size: 35,000 |
0.130 Ask Size: 35,000 |
Easyjet PLC ORD 27 2... |
3.00 GBP |
6/20/2025 |
Put |
Master data
WKN: |
SY521M |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Easyjet PLC ORD 27 2/7P |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.00 GBP |
Maturity: |
6/20/2025 |
Issue date: |
7/24/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-40.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.59 |
Historic volatility: |
0.35 |
Parity: |
-2.42 |
Time value: |
0.15 |
Break-even: |
3.44 |
Moneyness: |
0.60 |
Premium: |
0.43 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.02 |
Spread %: |
15.38% |
Delta: |
-0.09 |
Theta: |
0.00 |
Omega: |
-3.57 |
Rho: |
0.00 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-21.43% |
1 Month |
|
|
-21.43% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.120 |
1M High / 1M Low: |
0.170 |
0.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.130 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.128 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
217.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |