Soc. Generale Put 5 RR/ 21.03.2025
/ DE000SY16A44
Soc. Generale Put 5 RR/ 21.03.202.../ DE000SY16A44 /
| 2024-11-15 7:09:12 PM |
Chg.+0.010 |
Bid9:48:22 PM |
Ask9:48:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+3.03% |
0.330
Bid Size: 9,100 |
0.370
Ask Size: 9,100 |
Rolls-Royce Holdings... |
5.00 GBP |
2025-03-21 |
Put |
Master data
| WKN: |
SY16A4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-24 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.36 |
| Parity: |
-0.55 |
| Time value: |
0.37 |
| Break-even: |
5.62 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.02 |
| Spread %: |
5.71% |
| Delta: |
-0.30 |
| Theta: |
0.00 |
| Omega: |
-5.37 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.330 |
| High: |
0.370 |
| Low: |
0.330 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.68% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
-46.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.270 |
| 1M High / 1M Low: |
0.410 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.321 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
