Soc. Generale Put 500 MSFT 16.08.2024
/ DE000SY2RHR8
Soc. Generale Put 500 MSFT 16.08..../ DE000SY2RHR8 /
| 26/07/2024 21:38:41 |
Chg.-0.380 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.990EUR |
-5.16% |
6.870
Bid Size: 5,000 |
6.890
Ask Size: 5,000 |
Microsoft Corporatio... |
500.00 USD |
16/08/2024 |
Put |
Master data
| WKN: |
SY2RHR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Microsoft Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
500.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
05/07/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.88 |
| Intrinsic value: |
6.88 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.18 |
| Parity: |
6.88 |
| Time value: |
0.03 |
| Break-even: |
391.49 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.02 |
| Spread %: |
0.29% |
| Delta: |
-0.93 |
| Theta: |
-0.09 |
| Omega: |
-5.28 |
| Rho: |
-0.24 |
Quote data
| Open: |
7.250 |
| High: |
7.370 |
| Low: |
6.650 |
| Previous Close: |
7.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.68% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.370 |
5.160 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
