Soc. Generale Put 4200 BKNG 20.09.2024
/ DE000SY0APA7
Soc. Generale Put 4200 BKNG 20.09.../ DE000SY0APA7 /
06/09/2024 21:46:34 |
Chg.+0.190 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
4.100EUR |
+4.86% |
4.100 Bid Size: 2,000 |
4.250 Ask Size: 2,000 |
Booking Holdings Inc |
4,200.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
SY0APA |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Booking Holdings Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4,200.00 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: |
-8.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.76 |
Intrinsic value: |
3.76 |
Implied volatility: |
0.48 |
Historic volatility: |
0.23 |
Parity: |
3.76 |
Time value: |
0.18 |
Break-even: |
3,385.99 |
Moneyness: |
1.11 |
Premium: |
0.01 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.15 |
Spread %: |
3.96% |
Delta: |
-0.85 |
Theta: |
-2.28 |
Omega: |
-7.39 |
Rho: |
-1.27 |
Quote data
Open: |
3.450 |
High: |
4.370 |
Low: |
3.450 |
Previous Close: |
3.910 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+63.35% |
1 Month |
|
|
-38.07% |
3 Months |
|
|
+0.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.910 |
2.230 |
1M High / 1M Low: |
7.880 |
2.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.148 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.520 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
243.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |