Soc. Generale Put 435 MSFT 16.08.2024
/ DE000SY2RHH9
Soc. Generale Put 435 MSFT 16.08..../ DE000SY2RHH9 /
| 7/26/2024 9:49:51 PM |
Chg.-0.300 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.730EUR |
-14.78% |
1.730
Bid Size: 9,000 |
1.740
Ask Size: 9,000 |
Microsoft Corporatio... |
435.00 USD |
8/16/2024 |
Put |
Master data
| WKN: |
SY2RHH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
435.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
7/5/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
0.90 |
| Time value: |
0.85 |
| Break-even: |
383.21 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
-0.58 |
| Theta: |
-0.29 |
| Omega: |
-13.05 |
| Rho: |
-0.13 |
Quote data
| Open: |
2.020 |
| High: |
2.090 |
| Low: |
1.600 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.65% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.030 |
0.860 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
