Soc. Generale Put 400 MCO 19.09.2025
/ DE000SY77XP5
Soc. Generale Put 400 MCO 19.09.2.../ DE000SY77XP5 /
| 2024-11-15 8:23:15 AM |
Chg.-0.07 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
-4.52% |
-
Bid Size: - |
-
Ask Size: - |
Moodys Corp |
400.00 USD |
2025-09-19 |
Put |
Master data
| WKN: |
SY77XP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Moodys Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 USD |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-09-03 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
-6.96 |
| Time value: |
1.78 |
| Break-even: |
362.15 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.04 |
| Spread %: |
2.30% |
| Delta: |
-0.21 |
| Theta: |
-0.05 |
| Omega: |
-5.26 |
| Rho: |
-0.94 |
Quote data
| Open: |
1.48 |
| High: |
1.48 |
| Low: |
1.48 |
| Previous Close: |
1.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.50% |
| 1 Month |
|
|
-12.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.43 |
| 1M High / 1M Low: |
1.96 |
1.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
