Soc. Generale Put 40 ML 20.12.2024
/ DE000SY1NLK6
Soc. Generale Put 40 ML 20.12.202.../ DE000SY1NLK6 /
| 10/18/2024 6:28:44 PM |
Chg.-0.050 |
Bid10/18/2024 |
Ask10/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-8.20% |
0.560
Bid Size: 6,000 |
0.590
Ask Size: 6,000 |
Cie Generale des Eta... |
40.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
SY1NLK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cie Generale des Etablissements Michelin SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
6/12/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.17 |
| Parity: |
0.61 |
| Time value: |
0.02 |
| Break-even: |
33.70 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
5.00% |
| Delta: |
-0.84 |
| Theta: |
-0.01 |
| Omega: |
-4.51 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.560 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.68% |
| 1 Month |
|
|
+47.37% |
| 3 Months |
|
|
+3.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.560 |
| 1M High / 1M Low: |
0.640 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.466 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
