Soc. Generale Put 45 BAC 17.01.20.../  DE000SY5WNU3  /

Frankfurt Zert./SG
12/20/2024  9:48:58 PM Chg.-0.060 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.160EUR -27.27% 0.170
Bid Size: 10,000
0.180
Ask Size: 10,000
Bank of America Corp... 45.00 USD 1/17/2025 Put
 

Master data

WKN: SY5WNU
Issuer: Société Générale
Currency: EUR
Underlying: Bank of America Corporation
Type: Warrant
Option type: Put
Strike price: 45.00 USD
Maturity: 1/17/2025
Issue date: 7/18/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -23.53
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.08
Implied volatility: 0.31
Historic volatility: 0.21
Parity: 0.08
Time value: 0.10
Break-even: 41.35
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 5.88%
Delta: -0.56
Theta: -0.02
Omega: -13.23
Rho: -0.02
 

Quote data

Open: 0.220
High: 0.250
Low: 0.160
Previous Close: 0.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+45.45%
1 Month  
+60.00%
3 Months
  -64.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.110
1M High / 1M Low: 0.220 0.065
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   325.67%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -