Soc. Generale Put 60 FMC 20.09.2024
/ DE000SY08TH5
Soc. Generale Put 60 FMC 20.09.20.../ DE000SY08TH5 /
| 17/07/2024 08:36:32 |
Chg.- |
Bid07:48:05 |
Ask07:48:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
- |
0.430
Bid Size: 7,000 |
0.460
Ask Size: 7,000 |
FMC Corp |
60.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
SY08TH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FMC Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
04/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.40 |
| Parity: |
0.07 |
| Time value: |
0.48 |
| Break-even: |
49.54 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
-0.46 |
| Theta: |
-0.04 |
| Omega: |
-4.56 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.26% |
| 1 Month |
|
|
-33.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.530 |
| 1M High / 1M Low: |
0.880 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.720 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
