Soc. Generale Put 45 STA2 21.03.2025
/ DE000SY1U3L2
Soc. Generale Put 45 STA2 21.03.2.../ DE000SY1U3L2 /
| 2024-11-15 9:35:50 PM |
Chg.+0.030 |
Bid2024-11-15 |
Ask2024-11-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+2.94% |
1.050
Bid Size: 4,000 |
1.180
Ask Size: 4,000 |
STABILUS SE |
45.00 EUR |
2025-03-21 |
Put |
Master data
| WKN: |
SY1U3L |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STABILUS SE |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-17 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.32 |
| Parity: |
0.96 |
| Time value: |
0.20 |
| Break-even: |
33.50 |
| Moneyness: |
1.27 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.08 |
| Spread %: |
7.48% |
| Delta: |
-0.66 |
| Theta: |
-0.02 |
| Omega: |
-2.05 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.010 |
| High: |
1.120 |
| Low: |
1.010 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.05% |
| 1 Month |
|
|
+11.70% |
| 3 Months |
|
|
+72.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.820 |
| 1M High / 1M Low: |
1.210 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.970 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.995 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
