Soc. Generale Put 40 ML 20.06.2025
/ DE000SY1NLL4
Soc. Generale Put 40 ML 20.06.202.../ DE000SY1NLL4 /
14/08/2024 10:17:10 |
Chg.-0.030 |
Bid17:30:10 |
Ask17:30:10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
-4.29% |
0.660 Bid Size: 8,000 |
0.680 Ask Size: 8,000 |
Cie Generale des Eta... |
40.00 EUR |
20/06/2025 |
Put |
Master data
WKN: |
SY1NLL |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Cie Generale des Etablissements Michelin SA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
12/06/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.32 |
Historic volatility: |
0.17 |
Parity: |
0.60 |
Time value: |
0.12 |
Break-even: |
32.90 |
Moneyness: |
1.17 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
1.43% |
Delta: |
-0.61 |
Theta: |
0.00 |
Omega: |
-2.94 |
Rho: |
-0.24 |
Quote data
Open: |
0.670 |
High: |
0.670 |
Low: |
0.670 |
Previous Close: |
0.700 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-4.29% |
1 Month |
|
|
+8.06% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.700 |
0.670 |
1M High / 1M Low: |
0.720 |
0.530 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.690 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.634 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |