Soc. Generale Put 300 FDX 20.09.2024
/ DE000SY2TRL6
Soc. Generale Put 300 FDX 20.09.2.../ DE000SY2TRL6 /
9/4/2024 9:53:12 AM |
Chg.-0.110 |
Bid10:22:00 AM |
Ask10:22:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.290EUR |
-7.86% |
1.300 Bid Size: 2,400 |
1.470 Ask Size: 2,400 |
FedEx Corp |
300.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
SY2TRL |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
FedEx Corp |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
7/8/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-18.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.89 |
Intrinsic value: |
0.59 |
Implied volatility: |
0.50 |
Historic volatility: |
0.25 |
Parity: |
0.59 |
Time value: |
0.83 |
Break-even: |
257.33 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
1.02 |
Spread abs.: |
0.03 |
Spread %: |
2.16% |
Delta: |
-0.56 |
Theta: |
-0.33 |
Omega: |
-10.40 |
Rho: |
-0.07 |
Quote data
Open: |
1.300 |
High: |
1.310 |
Low: |
1.290 |
Previous Close: |
1.400 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.57% |
1 Month |
|
|
-21.82% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.400 |
1.120 |
1M High / 1M Low: |
2.500 |
1.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.238 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.728 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
188.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |