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: |
|
- |
