Soc. Generale Put 4000 BKNG 20.09.2024
/ DE000SY0AN91
Soc. Generale Put 4000 BKNG 20.09.../ DE000SY0AN91 /
06/09/2024 09:43:44 |
Chg.+0.14 |
Bid18:01:25 |
Ask18:01:25 |
Underlying |
Strike price |
Expiration date |
Option type |
1.89EUR |
+8.00% |
2.52 Bid Size: 35,000 |
2.63 Ask Size: 35,000 |
Booking Holdings Inc |
4,000.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
SY0AN9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Booking Holdings Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4,000.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
13/05/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-15.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.00 |
Intrinsic value: |
1.96 |
Implied volatility: |
0.34 |
Historic volatility: |
0.23 |
Parity: |
1.96 |
Time value: |
0.22 |
Break-even: |
3,381.99 |
Moneyness: |
1.06 |
Premium: |
0.01 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.08 |
Spread %: |
3.81% |
Delta: |
-0.79 |
Theta: |
-2.06 |
Omega: |
-12.27 |
Rho: |
-1.11 |
Quote data
Open: |
1.89 |
High: |
1.89 |
Low: |
1.89 |
Previous Close: |
1.75 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+89.00% |
1 Month |
|
|
-61.97% |
3 Months |
|
|
-27.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.87 |
0.99 |
1M High / 1M Low: |
5.96 |
0.99 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.33 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.79 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
381.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |