Soc. Generale Put 5 RR/ 20.06.2025
/ DE000SY16A51
Soc. Generale Put 5 RR/ 20.06.202.../ DE000SY16A51 /
| 2024-08-05 11:03:51 AM |
Chg.+0.140 |
Bid11:08:52 AM |
Ask11:08:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
+15.22% |
1.080
Bid Size: 60,000 |
1.100
Ask Size: 60,000 |
Rolls-Royce Holdings... |
5.00 GBP |
2025-06-20 |
Put |
Master data
| WKN: |
SY16A5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 GBP |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-06-24 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.36 |
| Parity: |
0.49 |
| Time value: |
0.45 |
| Break-even: |
4.93 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
2.17% |
| Delta: |
-0.49 |
| Theta: |
0.00 |
| Omega: |
-2.82 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.060 |
| High: |
1.060 |
| Low: |
1.050 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.50% |
| 1 Month |
|
|
+2.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.890 |
| 1M High / 1M Low: |
1.140 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
