Soc. Generale Put 550 SNPS 20.06.2025
/ DE000SY03PM4
Soc. Generale Put 550 SNPS 20.06..../ DE000SY03PM4 /
02/09/2024 21:50:32 |
Chg.-0.470 |
Bid21:59:32 |
Ask21:59:32 |
Underlying |
Strike price |
Expiration date |
Option type |
6.900EUR |
-6.38% |
6.930 Bid Size: 1,000 |
7.400 Ask Size: 1,000 |
Synopsys Inc |
550.00 USD |
20/06/2025 |
Put |
Master data
WKN: |
SY03PM |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Synopsys Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
550.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
30/05/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.52 |
Intrinsic value: |
2.75 |
Implied volatility: |
0.39 |
Historic volatility: |
0.28 |
Parity: |
2.75 |
Time value: |
4.52 |
Break-even: |
425.28 |
Moneyness: |
1.06 |
Premium: |
0.10 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.07 |
Spread %: |
0.97% |
Delta: |
-0.46 |
Theta: |
-0.08 |
Omega: |
-3.00 |
Rho: |
-2.32 |
Quote data
Open: |
7.050 |
High: |
7.080 |
Low: |
6.840 |
Previous Close: |
7.370 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.72% |
1 Month |
|
|
-23.25% |
3 Months |
|
|
+10.05% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.610 |
6.950 |
1M High / 1M Low: |
10.060 |
5.840 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.306 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.430 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |