Soc. Generale Put 3 RR/ 20.06.2025
/ DE000SY0DZ60
Soc. Generale Put 3 RR/ 20.06.202.../ DE000SY0DZ60 /
| 2024-08-05 11:11:19 AM |
Chg.+0.030 |
Bid11:14:29 AM |
Ask11:14:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+20.00% |
0.170
Bid Size: 90,000 |
0.200
Ask Size: 90,000 |
Rolls-Royce Holdings... |
3.00 GBP |
2025-06-20 |
Put |
Master data
| WKN: |
SY0DZ6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3.00 GBP |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-31.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.36 |
| Parity: |
-1.85 |
| Time value: |
0.17 |
| Break-even: |
3.35 |
| Moneyness: |
0.66 |
| Premium: |
0.38 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
13.33% |
| Delta: |
-0.11 |
| Theta: |
0.00 |
| Omega: |
-3.58 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.170 |
| High: |
0.180 |
| Low: |
0.170 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.140 |
| 1M High / 1M Low: |
0.190 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
