Soc. Generale Put 45 STA2 20.12.2024
/ DE000SY1U3G2
Soc. Generale Put 45 STA2 20.12.2.../ DE000SY1U3G2 /
| 07/11/2024 13:19:53 |
Chg.-0.070 |
Bid13:34:44 |
Ask13:34:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-9.86% |
0.650
Bid Size: 6,000 |
0.710
Ask Size: 6,000 |
STABILUS SE |
45.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
SY1U3G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STABILUS SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
17/06/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.32 |
| Parity: |
0.75 |
| Time value: |
0.07 |
| Break-even: |
36.90 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.08 |
| Spread %: |
10.96% |
| Delta: |
-0.79 |
| Theta: |
-0.02 |
| Omega: |
-3.65 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.600 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.89% |
| 1 Month |
|
|
-5.88% |
| 3 Months |
|
|
+23.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.710 |
| 1M High / 1M Low: |
1.070 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.836 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
